-83.2%
FIG vs USO
+82.3%
-165.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +3.4% | -1.9% | +5.3% | +3.3% |
| 30D | -9.5% | -5.2% | -4.3% | -9.7% |
| 3M | -26.2% | +16.4% | -42.6% | -25.9% |
| 6M | +2.7% | +2.5% | +0.2% | +3.0% |
| YTD | -48.0% | +110.5% | -158.5% | -51.1% |
| 1Y | -52.0% | +108.4% | -160.5% | -55.0% |
| All | -83.2% | +82.3% | -165.5% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling