+117.0%
AXP vs USO
+196.2%
-79.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +9.5% | -11.6% | -2.5% |
| 30D | -6.5% | +23.6% | -30.1% | -7.4% |
| 3M | +4.6% | +3.8% | +0.8% | +4.6% |
| 6M | +5.4% | +55.0% | -49.6% | +0.2% |
| YTD | -11.1% | +105.3% | -116.4% | -18.7% |
| 1Y | -0.3% | +91.4% | -91.7% | -8.0% |
| 3Y | +111.6% | +84.6% | +27.0% | +93.5% |
| All | +117.0% | +196.2% | -79.2% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling