+196.5%
FCX vs USO
-73.3%
+269.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -0.3% | -1.9% | +1.6% | +0.5% |
| 30D | -14.7% | -5.2% | -9.5% | -13.2% |
| 3M | -11.2% | +16.4% | -27.6% | -21.1% |
| 6M | -11.4% | +2.5% | -13.9% | -18.4% |
| YTD | +17.7% | +110.5% | -92.8% | -37.5% |
| 1Y | +47.5% | +108.4% | -60.9% | -21.4% |
| 3Y | +83.9% | +99.6% | -15.8% | -5.1% |
| 5Y | +54.0% | +160.1% | -106.1% | -39.4% |
| 10Y | +372.9% | +86.3% | +286.6% | +87.5% |
| All | +196.5% | -73.3% | +269.8% | +557.6% |
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