-48.9%
USO vs USFR
+27.5%
-76.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +23.6% | +0.3% | +23.3% | +23.2% |
| 3M | +3.8% | +1.0% | +2.8% | +2.7% |
| 6M | +55.0% | +1.9% | +53.1% | +51.9% |
| YTD | +105.3% | +2.6% | +102.6% | +99.7% |
| 1Y | +91.4% | +4.0% | +87.4% | +83.6% |
| 3Y | +84.6% | +14.1% | +70.5% | +61.1% |
| 5Y | +191.7% | +20.4% | +171.3% | +140.9% |
| 10Y | +73.3% | +28.0% | +45.3% | +36.3% |
| All | -48.9% | +27.5% | -76.5% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling