+195.5%
USO vs EXPD
+61.6%
+134.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +9.5% | -1.1% | +10.6% | +9.6% |
| 30D | +23.6% | +4.1% | +19.5% | +23.1% |
| 3M | +3.8% | +17.9% | -14.1% | +2.0% |
| 6M | +55.0% | +29.2% | +25.8% | +50.7% |
| YTD | +105.3% | +27.4% | +77.9% | +99.6% |
| 1Y | +91.4% | +56.8% | +34.5% | +81.6% |
| 3Y | +84.6% | +68.0% | +16.5% | +72.3% |
| All | +195.5% | +61.6% | +134.0% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling