+63.3%
USO vs FTV
+89.3%
-26.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.0% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +23.8% | -8.3% | +32.1% | +26.2% |
| 3M | +8.1% | -7.4% | +15.4% | +9.2% |
| 6M | +34.3% | -1.2% | +35.5% | +33.0% |
| YTD | +111.1% | +2.7% | +108.5% | +105.9% |
| 1Y | +99.9% | +18.4% | +81.5% | +86.8% |
| 3Y | +86.5% | -2.0% | +88.5% | +80.6% |
| 5Y | +200.5% | +3.4% | +197.1% | +182.1% |
| 10Y | +66.5% | +78.5% | -11.9% | +30.7% |
| All | +63.3% | +89.3% | -26.1% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling