+117.0%
USO vs FIGR
+1.6%
+115.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.1% | +9.7% | +5.4% |
| 7D | +11.5% | +1.0% | +10.5% | +11.5% |
| 30D | +24.1% | +31.4% | -7.2% | +26.1% |
| 3M | +17.9% | +30.3% | -12.4% | +19.9% |
| 6M | +49.6% | -7.6% | +57.2% | +52.1% |
| YTD | +129.0% | -10.5% | +139.5% | +128.4% |
| All | +117.0% | +1.6% | +115.4% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling