+747.9%
AXP vs USO
-74.1%
+822.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -0.6% | -10.6% | +9.9% | +1.6% |
| 30D | +5.0% | -4.6% | +9.5% | +5.6% |
| 3M | -4.2% | +12.3% | -16.6% | -7.5% |
| 6M | +2.9% | +5.9% | -2.9% | -0.6% |
| YTD | -11.6% | +104.5% | -116.1% | -29.3% |
| 1Y | -11.1% | +97.3% | -108.4% | -28.3% |
| 3Y | +116.7% | +97.0% | +19.7% | +71.3% |
| 5Y | +89.6% | +151.2% | -61.5% | +33.7% |
| 10Y | +428.4% | +76.1% | +352.3% | +274.7% |
| All | +747.9% | -74.1% | +822.0% | +771.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling