+464.9%
AXP vs USO
+70.4%
+394.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | +0.6% | +3.6% | -3.0% | 0.0% |
| 30D | -4.3% | +23.8% | -28.1% | -7.6% |
| 3M | +4.7% | +8.1% | -3.3% | +2.7% |
| 6M | +9.0% | +34.3% | -25.3% | +1.1% |
| YTD | -11.1% | +111.1% | -122.3% | -25.3% |
| 1Y | +1.3% | +99.9% | -98.6% | -14.1% |
| 3Y | +114.5% | +86.5% | +28.0% | +81.5% |
| 5Y | +118.0% | +200.5% | -82.5% | +57.6% |
| 10Y | +464.9% | +66.5% | +398.4% | +334.0% |
| All | +464.9% | +70.4% | +394.5% | +334.0% |
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