+102.2%
USO vs FIGR
-41.8%
+144.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.2% | -12.2% | -7.7% |
| 7D | -12.7% | -1.3% | -11.4% | -12.7% |
| 30D | +1.0% | -17.6% | +18.6% | -0.4% |
| 3M | +25.6% | -16.7% | +42.3% | +24.3% |
| 6M | -1.5% | -36.1% | +34.6% | -3.2% |
| YTD | +110.3% | -43.6% | +153.9% | +102.5% |
| 1Y | +102.2% | -39.8% | +142.0% | +93.5% |
| All | +102.2% | -41.8% | +144.0% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling