+99.0%
USO vs FIX
+14.0%
+85.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +9.4% | -13.3% | -2.6% |
| 7D | -9.1% | -7.2% | -1.8% | -9.4% |
| 30D | -3.7% | -35.1% | +31.4% | -9.7% |
| 3M | +20.9% | -34.3% | +55.2% | +14.0% |
| 6M | +6.8% | -42.9% | +49.7% | -1.0% |
| YTD | +106.3% | +19.5% | +86.8% | +118.0% |
| All | +99.0% | +14.0% | +85.0% | +110.3% |
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