+99.6%
USO vs FIX
+503.5%
-403.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.4% |
| 7D | -1.9% | +9.4% | -11.3% | -1.7% |
| 30D | -5.2% | -27.8% | +22.6% | -5.7% |
| 3M | +16.4% | -35.6% | +52.0% | +15.5% |
| 6M | +2.5% | -45.2% | +47.7% | +1.7% |
| YTD | +110.5% | +19.5% | +91.0% | +105.1% |
| 1Y | +108.4% | +24.2% | +84.2% | +102.5% |
| 3Y | +99.6% | +494.2% | -394.5% | +75.5% |
| All | +99.6% | +503.5% | -403.8% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling