+116.5%
AXP vs USO
+97.0%
+19.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -2.7% | -0.1% | -2.9% |
| 30D | +3.7% | -6.3% | +10.0% | +3.5% |
| 3M | -4.9% | +10.9% | -15.8% | -4.8% |
| 6M | +4.1% | +2.0% | +2.0% | +4.6% |
| YTD | -11.7% | +104.6% | -116.2% | -19.1% |
| 1Y | -11.7% | +94.5% | -106.3% | -18.5% |
| All | +116.5% | +97.0% | +19.5% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling