+99.9%
USO vs EXPD
+55.4%
+44.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +2.9% |
| 7D | +3.6% | -0.9% | +4.5% | +3.6% |
| 30D | +23.8% | +4.1% | +19.7% | +23.7% |
| 3M | +8.1% | +13.8% | -5.7% | +7.6% |
| 6M | +34.3% | +27.3% | +7.0% | +33.0% |
| YTD | +111.1% | +25.4% | +85.7% | +110.7% |
| 1Y | +99.9% | +54.4% | +45.6% | +101.1% |
| All | +99.9% | +55.4% | +44.5% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXPD 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling