+82.0%
USO vs USFR
+28.1%
+53.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +9.1% | +0.1% | +9.0% | +8.9% |
| 30D | +21.7% | +0.4% | +21.3% | +20.9% |
| 3M | +20.2% | +1.0% | +19.2% | +18.1% |
| 6M | +43.4% | +2.0% | +41.4% | +38.7% |
| YTD | +124.0% | +2.8% | +121.2% | +114.3% |
| 1Y | +112.2% | +4.1% | +108.1% | +99.1% |
| 3Y | +97.7% | +14.1% | +83.5% | +62.4% |
| 5Y | +217.4% | +20.6% | +196.8% | +138.9% |
| All | +82.0% | +28.1% | +53.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling