+91.4%
USO vs FIX
+128.3%
-36.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | +0.2% |
| 7D | +9.5% | +6.0% | +3.4% | +10.4% |
| 30D | +23.6% | -7.2% | +30.8% | +22.3% |
| 3M | +3.8% | -15.9% | +19.7% | +2.2% |
| 6M | +55.0% | +12.7% | +42.3% | +64.9% |
| YTD | +105.3% | +72.8% | +32.5% | +117.0% |
| 1Y | +91.4% | +122.9% | -31.5% | +98.7% |
| All | +91.4% | +128.3% | -36.9% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling