+102.2%
USO vs FIS
-50.5%
+152.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -23.7% | +15.6% | -7.3% |
| 7D | -12.7% | -18.4% | +5.7% | -11.3% |
| 30D | +1.0% | -11.4% | +12.4% | +3.6% |
| 3M | +25.6% | -32.0% | +57.6% | +24.3% |
| 6M | -1.5% | -35.6% | +34.1% | -0.5% |
| YTD | +110.3% | -53.8% | +164.0% | +98.7% |
| 1Y | +102.2% | -51.1% | +153.2% | +94.6% |
| All | +102.2% | -50.5% | +152.7% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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