+81.0%
USO vs FDX
+156.7%
-75.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -2.7% | -2.1% | -0.7% | -2.5% |
| 30D | -6.3% | +10.4% | -16.7% | -7.8% |
| 3M | +10.9% | +0.5% | +10.4% | +10.5% |
| 6M | +2.0% | +6.5% | -4.5% | +0.5% |
| YTD | +104.6% | +40.2% | +64.3% | +90.2% |
| 1Y | +94.5% | +52.1% | +42.5% | +78.1% |
| 3Y | +97.1% | +72.8% | +24.2% | +71.6% |
| 5Y | +151.6% | +76.3% | +75.4% | +112.3% |
| 10Y | +81.0% | +155.7% | -74.7% | +30.6% |
| All | +81.0% | +156.7% | -75.7% | +30.6% |
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