+224.5%
USO vs FIS
-65.9%
+290.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.2% | +4.4% | +5.5% |
| 7D | +11.5% | -8.9% | +20.4% | +12.0% |
| 30D | +24.1% | -9.9% | +34.0% | +24.7% |
| 3M | +17.9% | 0.0% | +18.0% | +17.5% |
| 6M | +49.6% | -22.9% | +72.5% | +51.9% |
| YTD | +129.0% | -40.9% | +169.9% | +137.5% |
| 1Y | +112.0% | -40.4% | +152.4% | +119.5% |
| 3Y | +102.3% | -25.4% | +127.6% | +101.4% |
| 5Y | +224.5% | -64.8% | +289.4% | +261.0% |
| All | +224.5% | -65.9% | +290.4% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling