+73.5%
USO vs FICO
+544.0%
-470.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.2% |
| 7D | -9.1% | -0.1% | -9.0% | -9.0% |
| 30D | -3.7% | +8.4% | -12.2% | -4.9% |
| 3M | +20.9% | -30.5% | +51.4% | +25.0% |
| 6M | +6.8% | -35.7% | +42.5% | +10.7% |
| YTD | +106.3% | -57.2% | +163.5% | +124.9% |
| 1Y | +100.2% | -58.4% | +158.6% | +118.9% |
| 3Y | +103.1% | -24.8% | +127.9% | +92.1% |
| 5Y | +146.1% | +79.3% | +66.8% | +85.5% |
| 10Y | +73.5% | +531.6% | -458.2% | +23.1% |
| All | +73.5% | +544.0% | -470.5% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling