+100.0%
USO vs FIGR
+6.3%
+93.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +3.2% |
| 7D | +3.6% | +13.5% | -10.0% | +4.3% |
| 30D | +23.8% | +33.7% | -9.9% | +25.9% |
| 3M | +8.1% | +37.3% | -29.3% | +10.2% |
| 6M | +34.3% | +25.5% | +8.7% | +36.1% |
| YTD | +111.1% | -6.3% | +117.5% | +111.1% |
| All | +100.0% | +6.3% | +93.7% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling