+112.2%
USO vs USFR
+4.1%
+108.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -3.2% |
| 7D | +9.1% | +0.1% | +9.0% | +7.0% |
| 30D | +21.7% | +0.4% | +21.3% | +15.2% |
| 3M | +20.2% | +1.0% | +19.2% | +2.5% |
| 6M | +43.4% | +2.0% | +41.4% | +11.9% |
| YTD | +124.0% | +2.8% | +121.2% | +79.1% |
| 1Y | +112.2% | +4.1% | +108.1% | +72.9% |
| All | +112.2% | +4.1% | +108.1% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling