+84.4%
USO vs FDX
+155.8%
-71.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.5% |
| 7D | -1.9% | +5.2% | -7.1% | -2.6% |
| 30D | -5.2% | +11.3% | -16.5% | -6.8% |
| 3M | +16.4% | -4.1% | +20.5% | +16.9% |
| 6M | +2.5% | +9.6% | -7.2% | +0.5% |
| YTD | +110.5% | +40.9% | +69.6% | +95.6% |
| 1Y | +108.4% | +53.0% | +55.4% | +90.6% |
| 3Y | +99.6% | +74.1% | +25.6% | +73.6% |
| 5Y | +160.1% | +75.1% | +85.0% | +120.0% |
| All | +84.4% | +155.8% | -71.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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