+76.1%
USO vs FIX
+3,723.8%
-3,647.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -10.6% | -13.9% | +3.4% | -9.4% |
| 30D | -4.6% | -35.5% | +31.0% | -1.0% |
| 3M | +12.3% | -33.9% | +46.3% | +16.1% |
| 6M | +5.9% | -43.3% | +49.2% | +10.5% |
| YTD | +104.5% | +18.7% | +85.9% | +92.1% |
| 1Y | +97.3% | +13.8% | +83.6% | +85.9% |
| 3Y | +97.0% | +495.0% | -397.9% | +34.4% |
| 5Y | +151.2% | +1,049.0% | -897.9% | +47.4% |
| 10Y | +76.1% | +3,644.4% | -3,568.3% | -9.6% |
| All | +76.1% | +3,723.8% | -3,647.7% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling