+160.0%
USO vs FIX
+933.9%
-773.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | +0.1% |
| 7D | -12.1% | -17.5% | +5.4% | -11.8% |
| 30D | +3.1% | -41.6% | +44.7% | +3.7% |
| 3M | +24.9% | -40.6% | +65.4% | +25.5% |
| 6M | +10.8% | -49.4% | +60.2% | +11.8% |
| YTD | +114.6% | +9.2% | +105.4% | +107.4% |
| 1Y | +109.4% | +6.5% | +102.9% | +102.5% |
| 3Y | +98.1% | +448.7% | -350.6% | +59.0% |
| All | +160.0% | +933.9% | -773.9% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling