+97.9%
USO vs FICO
-24.0%
+121.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | -11.9% | -0.3% | -11.6% | -11.9% |
| 30D | +2.3% | +1.7% | +0.6% | +2.2% |
| 3M | +29.0% | -35.2% | +64.2% | +29.4% |
| 6M | +2.8% | -33.7% | +36.5% | +3.0% |
| YTD | +114.3% | -58.2% | +172.5% | +115.2% |
| 1Y | +108.7% | -56.6% | +165.2% | +109.4% |
| All | +97.9% | -24.0% | +121.8% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling