+99.6%
USO vs XLB
+43.9%
+55.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -1.9% | +0.5% | -2.4% | -1.8% |
| 30D | -5.2% | +5.2% | -10.4% | -4.6% |
| 3M | +16.4% | +0.3% | +16.1% | +16.6% |
| 6M | +2.5% | +1.2% | +1.3% | +3.1% |
| YTD | +110.5% | +16.6% | +93.8% | +104.4% |
| 1Y | +108.4% | +21.4% | +87.0% | +100.2% |
| 3Y | +99.6% | +43.2% | +56.4% | +81.1% |
| All | +99.6% | +43.9% | +55.8% | +81.1% |
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