+86.5%
USO vs FIS
-22.6%
+109.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.9% | +8.8% | +2.5% |
| 7D | +3.6% | -3.5% | +7.0% | +3.4% |
| 30D | +23.8% | -7.8% | +31.6% | +23.3% |
| 3M | +8.1% | +0.8% | +7.2% | +8.1% |
| 6M | +34.3% | -21.9% | +56.2% | +33.9% |
| YTD | +111.1% | -39.5% | +150.6% | +110.1% |
| 1Y | +99.9% | -41.0% | +140.9% | +99.2% |
| 3Y | +86.5% | -23.6% | +110.1% | +86.3% |
| All | +86.5% | -22.6% | +109.1% | +86.3% |
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