+741.5%
AXP vs USO
-72.8%
+814.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +0.6% | -12.1% | +12.7% | +3.2% |
| 30D | +5.8% | +3.1% | +2.7% | +4.7% |
| 3M | -6.0% | +24.9% | -30.9% | -11.3% |
| 6M | +0.3% | +10.8% | -10.5% | -4.0% |
| YTD | -12.3% | +114.6% | -126.8% | -30.5% |
| 1Y | -11.2% | +109.4% | -120.6% | -29.4% |
| 3Y | +117.0% | +98.1% | +18.9% | +71.6% |
| 5Y | +93.2% | +162.4% | -69.3% | +34.9% |
| 10Y | +461.2% | +85.9% | +375.3% | +293.1% |
| All | +741.5% | -72.8% | +814.3% | +756.0% |
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 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