+86.5%
USO vs XLB
+34.9%
+51.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +2.8% |
| 7D | +3.6% | -0.2% | +3.8% | +3.5% |
| 30D | +23.8% | -1.7% | +25.5% | +23.6% |
| 3M | +8.1% | +4.4% | +3.7% | +8.2% |
| 6M | +34.3% | +5.0% | +29.2% | +34.1% |
| YTD | +111.1% | +15.5% | +95.7% | +105.4% |
| 1Y | +99.9% | +14.9% | +85.0% | +94.7% |
| 3Y | +86.5% | +34.5% | +52.0% | +75.5% |
| All | +86.5% | +34.9% | +51.6% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling