-73.2%
USO vs XHB
+167.4%
-240.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.4% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +23.8% | -9.1% | +32.8% | +26.1% |
| 3M | +8.1% | -2.3% | +10.4% | +7.7% |
| 6M | +34.3% | -4.1% | +38.4% | +33.0% |
| YTD | +111.1% | -1.7% | +112.9% | +107.3% |
| 1Y | +99.9% | -15.1% | +115.0% | +102.9% |
| 3Y | +86.5% | +26.8% | +59.7% | +66.8% |
| 5Y | +200.5% | +37.3% | +163.2% | +157.6% |
| 10Y | +66.5% | +205.7% | -139.1% | +12.5% |
| All | -73.2% | +167.4% | -240.6% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling