-72.7%
USO vs EXPD
+417.1%
-489.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | -12.1% | -7.2% | -4.9% | -10.6% |
| 30D | +3.1% | -3.3% | +6.4% | +3.9% |
| 3M | +24.9% | +3.4% | +21.5% | +23.7% |
| 6M | +10.8% | +22.7% | -11.9% | +5.1% |
| YTD | +114.6% | +24.5% | +90.1% | +101.7% |
| 1Y | +109.4% | +38.6% | +70.7% | +91.6% |
| 3Y | +98.1% | +71.5% | +26.6% | +69.4% |
| 5Y | +162.4% | +56.2% | +106.2% | +125.8% |
| 10Y | +85.9% | +310.5% | -224.6% | +22.9% |
| All | -72.7% | +417.1% | -489.8% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling