+102.7%
FCX vs USO
+86.9%
+15.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.5% | +5.3% |
| 7D | +5.7% | +3.6% | +2.2% | +5.7% |
| 30D | +10.1% | +23.8% | -13.7% | +9.8% |
| 3M | +20.2% | +8.1% | +12.1% | +20.3% |
| 6M | +29.7% | +34.3% | -4.6% | +23.6% |
| YTD | +51.9% | +111.1% | -59.2% | +26.9% |
| 1Y | +66.0% | +99.9% | -34.0% | +40.1% |
| 3Y | +102.7% | +86.5% | +16.2% | +65.5% |
| All | +102.7% | +86.9% | +15.9% | +65.5% |
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