-73.2%
USO vs FTI
+683.9%
-757.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.2% |
| 7D | -1.9% | +4.3% | -6.2% | -3.7% |
| 30D | -5.2% | -4.7% | -0.5% | -3.6% |
| 3M | +16.4% | -13.5% | +30.0% | +23.1% |
| 6M | +2.5% | -8.7% | +11.2% | +5.9% |
| YTD | +110.5% | +49.0% | +61.5% | +76.0% |
| 1Y | +108.4% | +54.0% | +54.4% | +71.7% |
| 3Y | +99.6% | +211.6% | -112.0% | +18.6% |
| 5Y | +160.1% | +881.9% | -721.8% | -10.7% |
| 10Y | +86.3% | +188.1% | -101.8% | -9.9% |
| All | -73.2% | +683.9% | -757.1% | -92.4% |
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