+83.9%
FCX vs USO
+102.7%
-18.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | -14.7% | -5.2% | -9.5% | -14.8% |
| 3M | -11.2% | +16.4% | -27.6% | -11.2% |
| 6M | -11.4% | +2.5% | -13.9% | -11.2% |
| YTD | +17.7% | +110.5% | -92.8% | -2.2% |
| 1Y | +47.5% | +108.4% | -60.9% | +22.7% |
| 3Y | +83.9% | +99.6% | -15.8% | +50.5% |
| All | +83.9% | +102.7% | -18.8% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling