-80.8%
FIG vs USO
+98.3%
-179.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.8% |
| 7D | -12.2% | +11.5% | -23.7% | -11.9% |
| 30D | -11.0% | +24.1% | -35.1% | -10.4% |
| 3M | +11.9% | +17.9% | -6.1% | +12.3% |
| 6M | -21.9% | +49.6% | -71.5% | -20.9% |
| YTD | -40.8% | +129.0% | -169.8% | -44.2% |
| 1Y | -56.6% | +112.0% | -168.6% | -59.3% |
| All | -80.8% | +98.3% | -179.2% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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