+109.3%
USO vs XLB
+21.4%
+87.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.5% | +2.0% |
| 7D | -1.4% | 0.0% | -1.5% | -1.3% |
| 30D | -4.6% | +5.3% | -9.9% | +0.3% |
| 3M | +14.7% | 0.0% | +14.7% | +15.4% |
| 6M | +1.2% | +1.2% | 0.0% | +4.8% |
| YTD | +111.2% | +16.9% | +94.3% | +122.5% |
| 1Y | +109.3% | +20.9% | +88.4% | +120.3% |
| All | +109.3% | +21.4% | +87.9% | +120.3% |
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