+424.9%
AXP vs USO
+79.0%
+345.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -2.7% | -0.1% | -2.5% |
| 30D | +3.7% | -6.3% | +10.0% | +4.4% |
| 3M | -4.9% | +10.9% | -15.8% | -7.0% |
| 6M | +4.1% | +2.0% | +2.0% | +2.3% |
| YTD | -11.7% | +104.6% | -116.2% | -25.8% |
| 1Y | -11.7% | +94.5% | -106.3% | -25.2% |
| 3Y | +116.5% | +97.1% | +19.4% | +80.0% |
| 5Y | +89.5% | +151.6% | -62.1% | +41.7% |
| 10Y | +424.9% | +81.0% | +343.9% | +307.6% |
| All | +424.9% | +79.0% | +345.9% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling