+102.1%
USO vs FISV
-59.8%
+161.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | +11.5% | -7.2% | +18.7% | +11.2% |
| 30D | +24.1% | -7.2% | +31.3% | +23.8% |
| 3M | +17.9% | -8.2% | +26.1% | +17.9% |
| 6M | +49.6% | -17.7% | +67.3% | +49.4% |
| YTD | +129.0% | -27.2% | +156.2% | +128.6% |
| 1Y | +112.0% | -63.0% | +175.0% | +111.8% |
| All | +102.1% | -59.8% | +161.9% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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