+263.2%
FCX vs USO
-74.0%
+337.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +9.5% | -14.3% | -10.0% |
| 30D | +4.8% | +23.6% | -18.8% | -8.1% |
| 3M | +4.6% | +3.8% | +0.8% | -1.2% |
| 6M | +10.8% | +55.0% | -44.2% | -26.0% |
| YTD | +44.2% | +105.3% | -61.0% | -20.3% |
| 1Y | +59.6% | +91.4% | -31.8% | -8.8% |
| 3Y | +82.2% | +84.6% | -2.3% | +0.6% |
| 5Y | +115.6% | +191.7% | -76.1% | -19.9% |
| 10Y | +670.6% | +73.3% | +597.3% | +228.5% |
| All | +263.2% | -74.0% | +337.2% | +738.1% |
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