+151.2%
USO vs FICO
+82.5%
+68.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -10.6% | +0.9% | -11.4% | -10.6% |
| 30D | -4.6% | +9.4% | -14.0% | -4.8% |
| 3M | +12.3% | -30.4% | +42.7% | +12.9% |
| 6M | +5.9% | -35.1% | +41.0% | +6.5% |
| YTD | +104.5% | -56.8% | +161.3% | +107.3% |
| 1Y | +97.3% | -58.4% | +155.7% | +100.2% |
| 3Y | +97.0% | -26.7% | +123.7% | +95.3% |
| 5Y | +151.2% | +88.0% | +63.1% | +127.2% |
| All | +151.2% | +82.5% | +68.6% | +127.2% |
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