+98.1%
USO vs FICO
-24.3%
+122.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -12.1% | -0.9% | -11.2% | -12.1% |
| 30D | +3.1% | +3.3% | -0.2% | +3.0% |
| 3M | +24.9% | -31.7% | +56.6% | +25.2% |
| 6M | +10.8% | -34.0% | +44.8% | +11.0% |
| YTD | +114.6% | -58.3% | +172.9% | +115.5% |
| 1Y | +109.4% | -57.9% | +167.3% | +110.2% |
| 3Y | +98.1% | -24.1% | +122.2% | +104.1% |
| All | +98.1% | -24.3% | +122.4% | +104.1% |
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 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