-72.4%
USO vs FISV
+363.4%
-435.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +7.0% | +3.7% |
| 7D | +6.2% | -6.4% | +12.7% | +7.8% |
| 30D | +19.1% | -6.8% | +25.9% | +20.7% |
| 3M | +14.2% | -10.0% | +24.2% | +16.0% |
| 6M | +43.7% | -20.6% | +64.4% | +49.7% |
| YTD | +116.8% | -27.6% | +144.4% | +130.1% |
| 1Y | +104.3% | -64.3% | +168.7% | +151.3% |
| 3Y | +91.5% | -60.0% | +151.5% | +114.9% |
| 5Y | +214.1% | -57.7% | +271.8% | +236.0% |
| 10Y | +77.0% | -3.0% | +80.0% | +36.4% |
| All | -72.4% | +363.4% | -435.9% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling