+102.2%
USO vs FTV
+37.8%
+64.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.3% | -10.4% | -7.2% |
| 7D | -12.7% | +6.6% | -19.3% | -10.6% |
| 30D | +1.0% | +19.1% | -18.1% | +7.3% |
| 3M | +25.6% | +13.1% | +12.5% | +31.2% |
| 6M | -1.5% | +14.0% | -15.5% | +3.1% |
| YTD | +110.3% | +24.2% | +86.1% | +124.2% |
| 1Y | +102.2% | +36.4% | +65.8% | +122.2% |
| All | +102.2% | +37.8% | +64.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling