-73.9%
USO vs FIX
+14,413.6%
-14,487.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +9.5% | +6.0% | +3.4% | +8.5% |
| 30D | +23.6% | -7.2% | +30.8% | +24.8% |
| 3M | +3.8% | -15.9% | +19.7% | +5.7% |
| 6M | +55.0% | +12.7% | +42.3% | +48.5% |
| YTD | +105.3% | +72.8% | +32.5% | +81.7% |
| 1Y | +91.4% | +122.9% | -31.5% | +60.3% |
| 3Y | +84.6% | +774.3% | -689.8% | +12.8% |
| 5Y | +191.7% | +2,049.5% | -1,857.7% | +45.3% |
| 10Y | +73.3% | +5,821.5% | -5,748.2% | -33.9% |
| All | -73.9% | +14,413.6% | -14,487.6% | -93.0% |
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