+82.0%
USO vs XEL
+151.6%
-69.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.1% | -0.3% | +9.4% | +9.1% |
| 30D | +21.7% | -3.9% | +25.6% | +22.0% |
| 3M | +20.2% | -2.8% | +23.0% | +20.4% |
| 6M | +43.4% | -5.4% | +48.8% | +43.7% |
| YTD | +124.0% | +3.8% | +120.2% | +122.5% |
| 1Y | +112.2% | +6.8% | +105.4% | +110.3% |
| 3Y | +97.7% | +45.6% | +52.1% | +88.3% |
| 5Y | +217.4% | +30.7% | +186.7% | +205.5% |
| All | +82.0% | +151.6% | -69.6% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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