+213.1%
USO vs FISV
-53.5%
+266.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.3% |
| 7D | +9.1% | -2.7% | +11.8% | +9.2% |
| 30D | +21.7% | 0.0% | +21.6% | +21.6% |
| 3M | +20.2% | -2.8% | +23.0% | +20.3% |
| 6M | +43.4% | -11.8% | +55.2% | +43.9% |
| YTD | +124.0% | -23.2% | +147.2% | +126.1% |
| 1Y | +112.2% | -62.0% | +174.2% | +121.1% |
| 3Y | +97.7% | -57.6% | +155.3% | +98.8% |
| All | +213.1% | -53.5% | +266.5% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling