-74.0%
USO vs FDX
+321.1%
-395.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -10.6% | +0.5% | -11.0% | -10.8% |
| 30D | -4.6% | +9.5% | -14.1% | -6.6% |
| 3M | +12.3% | -1.3% | +13.7% | +12.2% |
| 6M | +5.9% | +5.5% | +0.4% | +3.8% |
| YTD | +104.5% | +38.9% | +65.7% | +86.4% |
| 1Y | +97.3% | +58.8% | +38.5% | +74.1% |
| 3Y | +97.0% | +71.1% | +25.9% | +65.8% |
| 5Y | +151.2% | +76.3% | +74.9% | +102.3% |
| 10Y | +76.1% | +153.4% | -77.3% | +19.1% |
| All | -74.0% | +321.1% | -395.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling