-72.8%
USO vs FICO
+1,718.1%
-1,790.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | -11.9% | -0.3% | -11.6% | -11.8% |
| 30D | +2.3% | +1.7% | +0.6% | +1.6% |
| 3M | +29.0% | -35.2% | +64.2% | +37.2% |
| 6M | +2.8% | -33.7% | +36.5% | +7.7% |
| YTD | +114.3% | -58.2% | +172.5% | +143.0% |
| 1Y | +108.7% | -56.6% | +165.2% | +134.3% |
| 3Y | +98.0% | -24.0% | +122.0% | +87.8% |
| 5Y | +162.1% | +86.1% | +76.0% | +92.3% |
| 10Y | +85.6% | +522.8% | -437.2% | -4.0% |
| All | -72.8% | +1,718.1% | -1,790.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling