+66.5%
USO vs EXPD
+308.0%
-241.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +3.6% | -0.9% | +4.5% | +3.8% |
| 30D | +23.8% | +4.1% | +19.7% | +22.6% |
| 3M | +8.1% | +13.8% | -5.7% | +4.8% |
| 6M | +34.3% | +27.3% | +7.0% | +26.7% |
| YTD | +111.1% | +25.4% | +85.7% | +99.2% |
| 1Y | +99.9% | +54.4% | +45.6% | +79.0% |
| 3Y | +86.5% | +67.9% | +18.6% | +60.8% |
| 5Y | +200.5% | +59.2% | +141.4% | +159.2% |
| 10Y | +66.5% | +308.6% | -242.0% | +10.7% |
| All | +66.5% | +308.0% | -241.4% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling