+102.2%
USO vs XLB
+29.8%
+72.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.5% | -10.6% | -5.7% |
| 7D | -12.7% | +3.9% | -16.6% | -9.3% |
| 30D | +1.0% | +8.9% | -7.9% | +9.2% |
| 3M | +25.6% | +4.1% | +21.5% | +30.9% |
| 6M | -1.5% | +7.3% | -8.8% | +7.0% |
| YTD | +110.3% | +20.4% | +89.9% | +127.2% |
| 1Y | +102.2% | +29.5% | +72.6% | +118.8% |
| All | +102.2% | +29.8% | +72.3% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling