+752.4%
AXP vs USO
-74.0%
+826.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +9.5% | -11.6% | -4.1% |
| 30D | -6.5% | +23.6% | -30.1% | -11.1% |
| 3M | +4.6% | +3.8% | +0.8% | +2.5% |
| 6M | +5.4% | +55.0% | -49.6% | -8.6% |
| YTD | -11.1% | +105.3% | -116.4% | -28.5% |
| 1Y | -0.3% | +91.4% | -91.7% | -18.6% |
| 3Y | +111.6% | +84.6% | +27.0% | +70.6% |
| 5Y | +117.6% | +191.7% | -74.2% | +47.9% |
| 10Y | +474.1% | +73.3% | +400.8% | +310.3% |
| All | +752.4% | -74.0% | +826.4% | +780.9% |
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