+214.1%
USO vs XLB
+35.5%
+178.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +6.2% | -2.9% | +9.2% | +6.8% |
| 30D | +19.1% | -3.4% | +22.5% | +19.8% |
| 3M | +14.2% | +1.6% | +12.6% | +13.4% |
| 6M | +43.7% | +3.6% | +40.1% | +41.2% |
| YTD | +116.8% | +14.2% | +102.6% | +104.8% |
| 1Y | +104.3% | +15.6% | +88.8% | +91.9% |
| 3Y | +91.5% | +33.1% | +58.4% | +67.2% |
| 5Y | +214.1% | +35.0% | +179.0% | +174.0% |
| All | +214.1% | +35.5% | +178.6% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling