+112.2%
USO vs FIGR
-3.1%
+115.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -2.4% |
| 7D | +9.1% | -3.0% | +12.1% | +8.9% |
| 30D | +21.7% | +13.7% | +8.0% | +22.6% |
| 3M | +20.2% | +23.9% | -3.6% | +22.0% |
| 6M | +43.4% | -8.4% | +51.8% | +45.2% |
| YTD | +124.0% | -14.6% | +138.6% | +122.8% |
| 1Y | +112.2% | +12.1% | +100.1% | +108.9% |
| All | +112.2% | -3.1% | +115.3% | +108.9% |
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