-80.9%
FIG vs USO
+87.8%
-168.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -3.2% |
| 7D | -14.5% | +6.2% | -20.7% | -14.3% |
| 30D | -13.3% | +19.1% | -32.4% | -12.8% |
| 3M | +7.4% | +14.2% | -6.8% | +7.5% |
| 6M | -27.8% | +43.7% | -71.5% | -27.0% |
| YTD | -41.1% | +116.8% | -157.9% | -44.6% |
| 1Y | -58.7% | +104.3% | -163.1% | -61.2% |
| All | -80.9% | +87.8% | -168.7% | -81.7% |
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