+99.6%
USO vs FIS
-38.7%
+138.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -0.4% |
| 7D | -1.9% | +2.8% | -4.7% | -2.0% |
| 30D | -5.2% | -16.7% | +11.5% | -4.2% |
| 3M | +16.4% | -32.3% | +48.7% | +16.5% |
| 6M | +2.5% | -29.1% | +31.5% | +3.2% |
| YTD | +110.5% | -54.1% | +164.6% | +111.9% |
| 1Y | +108.4% | -53.7% | +162.1% | +109.8% |
| 3Y | +99.6% | -38.8% | +138.5% | +71.4% |
| All | +99.6% | -38.7% | +138.4% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling