+159.6%
USO vs FICO
+91.4%
+68.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.9% | +2.2% | -4.1% | -2.0% |
| 30D | -5.2% | +0.1% | -5.3% | -5.2% |
| 3M | +16.4% | -35.2% | +51.6% | +17.2% |
| 6M | +2.5% | -32.4% | +34.8% | +3.0% |
| YTD | +110.5% | -57.4% | +167.9% | +113.4% |
| 1Y | +108.4% | -58.5% | +167.0% | +111.4% |
| 3Y | +99.6% | -28.9% | +128.5% | +98.2% |
| All | +159.6% | +91.4% | +68.2% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling