-73.9%
USO vs XLB
+394.1%
-468.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +9.5% | -1.4% | +10.8% | +10.3% |
| 30D | +23.6% | -0.4% | +24.0% | +23.7% |
| 3M | +3.8% | +2.0% | +1.8% | +1.6% |
| 6M | +55.0% | +1.8% | +53.2% | +49.9% |
| YTD | +105.3% | +16.6% | +88.7% | +82.3% |
| 1Y | +91.4% | +16.9% | +74.4% | +69.1% |
| 3Y | +84.6% | +32.6% | +52.0% | +47.8% |
| 5Y | +191.7% | +35.6% | +156.1% | +125.7% |
| 10Y | +73.3% | +160.0% | -86.7% | -14.0% |
| All | -73.9% | +394.1% | -468.0% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling