-73.9%
USO vs FTI
+844.5%
-918.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.5% | +5.3% | +4.2% | +7.1% |
| 30D | +23.6% | +15.3% | +8.2% | +16.5% |
| 3M | +3.8% | +15.8% | -11.9% | -2.2% |
| 6M | +55.0% | +22.6% | +32.5% | +41.8% |
| YTD | +105.3% | +79.5% | +25.7% | +59.6% |
| 1Y | +91.4% | +102.0% | -10.6% | +41.2% |
| 3Y | +84.6% | +315.8% | -231.3% | -2.7% |
| 5Y | +191.7% | +1,129.5% | -937.8% | -9.1% |
| 10Y | +73.3% | +320.9% | -247.7% | -28.7% |
| All | -73.9% | +844.5% | -918.4% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling