+82.0%
USO vs XHB
+215.4%
-133.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | +9.1% | -4.6% | +13.8% | +9.8% |
| 30D | +21.7% | -9.1% | +30.8% | +23.3% |
| 3M | +20.2% | -8.6% | +28.8% | +21.2% |
| 6M | +43.4% | -4.0% | +47.4% | +42.0% |
| YTD | +124.0% | -3.9% | +127.9% | +120.9% |
| 1Y | +112.2% | -16.5% | +128.7% | +116.1% |
| 3Y | +97.7% | +22.6% | +75.1% | +75.6% |
| 5Y | +217.4% | +33.9% | +183.5% | +169.3% |
| All | +82.0% | +215.4% | -133.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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