+224.5%
USO vs USFR
+20.4%
+204.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | +0.1% | +11.4% | +11.3% |
| 30D | +24.1% | +0.3% | +23.8% | +23.4% |
| 3M | +17.9% | +1.0% | +17.0% | +16.0% |
| 6M | +49.6% | +1.9% | +47.7% | +45.5% |
| YTD | +129.0% | +2.7% | +126.3% | +121.9% |
| 1Y | +112.0% | +4.0% | +108.0% | +104.0% |
| 3Y | +102.3% | +14.1% | +88.2% | +95.7% |
| 5Y | +224.5% | +20.5% | +204.1% | +191.0% |
| All | +224.5% | +20.4% | +204.1% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling