+200.5%
USO vs FDX
+63.0%
+137.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +2.8% |
| 7D | +3.6% | -3.3% | +6.9% | +3.5% |
| 30D | +23.8% | -1.4% | +25.2% | +23.7% |
| 3M | +8.1% | -4.5% | +12.6% | +8.0% |
| 6M | +34.3% | +9.4% | +24.8% | +34.0% |
| YTD | +111.1% | +36.0% | +75.1% | +108.2% |
| 1Y | +99.9% | +75.5% | +24.4% | +94.5% |
| 3Y | +86.5% | +62.8% | +23.7% | +80.5% |
| 5Y | +200.5% | +64.4% | +136.1% | +192.3% |
| All | +200.5% | +63.0% | +137.5% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling