+91.4%
USO vs FICO
-39.1%
+130.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | -0.2% |
| 7D | +9.5% | -19.2% | +28.6% | +9.3% |
| 30D | +23.6% | -14.6% | +38.2% | +23.5% |
| 3M | +3.8% | -20.1% | +23.9% | +4.0% |
| 6M | +55.0% | -36.3% | +91.4% | +53.4% |
| YTD | +105.3% | -44.9% | +150.1% | +101.8% |
| 1Y | +91.4% | -38.6% | +130.0% | +91.2% |
| All | +91.4% | -39.1% | +130.4% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling