+99.9%
USO vs FIX
+132.0%
-32.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +3.2% |
| 7D | +3.6% | +6.1% | -2.5% | +4.5% |
| 30D | +23.8% | -2.7% | +26.4% | +23.4% |
| 3M | +8.1% | -10.9% | +19.0% | +7.5% |
| 6M | +34.3% | +29.0% | +5.3% | +44.0% |
| YTD | +111.1% | +76.9% | +34.3% | +124.9% |
| 1Y | +99.9% | +130.7% | -30.8% | +111.6% |
| All | +99.9% | +132.0% | -32.1% | +111.6% |
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 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