+82.1%
USO vs FIX
+765.6%
-683.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +9.5% | +6.0% | +3.4% | +9.6% |
| 30D | +23.6% | -7.2% | +30.8% | +23.4% |
| 3M | +3.8% | -15.9% | +19.7% | +3.8% |
| 6M | +55.0% | +12.7% | +42.3% | +55.6% |
| YTD | +105.3% | +72.8% | +32.5% | +101.3% |
| 1Y | +91.4% | +122.9% | -31.5% | +84.4% |
| All | +82.1% | +765.6% | -683.5% | +62.5% |
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