-73.2%
USO vs XEL
+785.8%
-858.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.6% |
| 7D | +3.6% | +1.3% | +2.3% | +3.3% |
| 30D | +23.8% | -1.5% | +25.3% | +24.1% |
| 3M | +8.1% | -0.2% | +8.3% | +7.9% |
| 6M | +34.3% | -5.4% | +39.7% | +35.3% |
| YTD | +111.1% | +5.6% | +105.5% | +107.6% |
| 1Y | +99.9% | +10.5% | +89.5% | +94.5% |
| 3Y | +86.5% | +49.2% | +37.3% | +66.6% |
| 5Y | +200.5% | +30.1% | +170.4% | +175.0% |
| 10Y | +66.5% | +146.7% | -80.1% | +20.9% |
| All | -73.2% | +785.8% | -858.9% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling