-72.7%
USO vs FIX
+9,070.5%
-9,143.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.7% |
| 7D | -12.1% | -17.5% | +5.4% | -9.7% |
| 30D | +3.1% | -41.6% | +44.7% | +11.0% |
| 3M | +24.9% | -40.6% | +65.4% | +33.6% |
| 6M | +10.8% | -49.4% | +60.2% | +20.4% |
| YTD | +114.6% | +9.2% | +105.4% | +101.5% |
| 1Y | +109.4% | +6.5% | +102.9% | +96.8% |
| 3Y | +98.1% | +448.7% | -350.6% | +29.2% |
| 5Y | +162.4% | +948.7% | -786.3% | +46.6% |
| 10Y | +85.9% | +3,659.7% | -3,573.8% | -24.6% |
| All | -72.7% | +9,070.5% | -9,143.2% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling