-73.2%
USO vs XLB
+395.4%
-468.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.5% | +4.0% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | -4.6% | +5.3% | -9.9% | -7.8% |
| 3M | +14.7% | 0.0% | +14.7% | +13.9% |
| 6M | +1.2% | +1.2% | 0.0% | -1.4% |
| YTD | +111.2% | +16.9% | +94.3% | +86.1% |
| 1Y | +109.3% | +20.9% | +88.4% | +80.5% |
| 3Y | +103.5% | +43.3% | +60.2% | +54.7% |
| 5Y | +160.9% | +28.3% | +132.6% | +108.1% |
| 10Y | +86.9% | +165.3% | -78.4% | -9.1% |
| All | -73.2% | +395.4% | -468.6% | -91.6% |
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