+159.6%
USO vs FIX
+1,026.2%
-866.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.3% |
| 7D | -1.9% | +9.4% | -11.3% | -2.0% |
| 30D | -5.2% | -27.8% | +22.6% | -4.9% |
| 3M | +16.4% | -35.6% | +52.0% | +17.0% |
| 6M | +2.5% | -45.2% | +47.7% | +3.3% |
| YTD | +110.5% | +19.5% | +91.0% | +103.3% |
| 1Y | +108.4% | +24.2% | +84.2% | +100.5% |
| 3Y | +99.6% | +494.2% | -394.5% | +60.4% |
| All | +159.6% | +1,026.2% | -866.6% | +117.8% |
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