+613.6%
FCX vs USO
+90.4%
+523.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +5.6% | -12.2% | -8.4% |
| 7D | -1.9% | +11.5% | -13.3% | -5.4% |
| 30D | +3.4% | +24.1% | -20.7% | -4.1% |
| 3M | +15.0% | +17.9% | -2.9% | +6.9% |
| 6M | +14.6% | +49.6% | -35.0% | -6.9% |
| YTD | +41.2% | +129.0% | -87.8% | -5.4% |
| 1Y | +60.4% | +112.0% | -51.6% | +10.3% |
| 3Y | +88.4% | +102.3% | -13.8% | +28.2% |
| 5Y | +115.0% | +224.5% | -109.5% | +14.8% |
| All | +613.6% | +90.4% | +523.2% | +352.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling