+81.0%
USO vs FICO
+544.1%
-463.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -2.7% | +4.0% | -6.7% | -3.2% |
| 30D | -6.3% | -1.5% | -4.8% | -6.3% |
| 3M | +10.9% | -29.8% | +40.7% | +14.5% |
| 6M | +2.0% | -33.3% | +35.3% | +5.2% |
| YTD | +104.6% | -56.9% | +161.4% | +122.8% |
| 1Y | +94.5% | -59.5% | +154.0% | +113.6% |
| 3Y | +97.1% | -26.9% | +123.9% | +87.6% |
| 5Y | +151.6% | +92.9% | +58.7% | +86.0% |
| 10Y | +81.0% | +539.5% | -458.5% | +31.8% |
| All | +81.0% | +544.1% | -463.1% | +31.8% |
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