+134.6%
FCX vs USO
+213.6%
-79.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.0% |
| 7D | +3.1% | +6.2% | -3.1% | +1.9% |
| 30D | +8.1% | +19.1% | -11.0% | +4.3% |
| 3M | +18.9% | +14.2% | +4.7% | +14.9% |
| 6M | +26.6% | +43.7% | -17.1% | +9.7% |
| YTD | +51.2% | +116.8% | -65.7% | +10.5% |
| 1Y | +75.6% | +104.3% | -28.8% | +30.5% |
| 3Y | +101.7% | +91.5% | +10.2% | +49.0% |
| 5Y | +134.6% | +214.1% | -79.4% | +4.2% |
| All | +134.6% | +213.6% | -79.0% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling