+62.8%
USO vs FTV
+127.6%
-64.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.9% | +3.9% | -5.8% | -2.8% |
| 30D | -5.2% | +18.7% | -23.9% | -9.0% |
| 3M | +16.4% | +10.0% | +6.4% | +13.6% |
| 6M | +2.5% | +14.6% | -12.1% | -1.7% |
| YTD | +110.5% | +23.4% | +87.1% | +96.4% |
| 1Y | +108.4% | +31.3% | +77.1% | +90.9% |
| 3Y | +99.6% | +39.8% | +59.8% | +75.7% |
| 5Y | +160.1% | +17.7% | +142.4% | +138.7% |
| 10Y | +86.3% | +110.2% | -24.0% | +39.1% |
| All | +62.8% | +127.6% | -64.8% | +18.1% |
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