+73.5%
USO vs EXPD
+334.2%
-260.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -4.4% |
| 7D | -9.1% | -5.5% | -3.6% | -8.0% |
| 30D | -3.7% | -1.9% | -1.8% | -3.4% |
| 3M | +20.9% | +6.1% | +14.8% | +19.2% |
| 6M | +6.8% | +21.6% | -14.8% | +1.9% |
| YTD | +106.3% | +27.9% | +78.4% | +93.6% |
| 1Y | +100.2% | +39.4% | +60.8% | +84.1% |
| 3Y | +103.1% | +72.7% | +30.4% | +74.1% |
| 5Y | +146.1% | +60.3% | +85.8% | +113.0% |
| 10Y | +73.5% | +332.6% | -259.1% | +22.5% |
| All | +73.5% | +334.2% | -260.7% | +22.5% |
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