-73.2%
USO vs XLB
+394.4%
-467.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | -5.2% | +5.2% | -10.4% | -8.3% |
| 3M | +16.4% | +0.3% | +16.1% | +15.3% |
| 6M | +2.5% | +1.2% | +1.3% | -0.1% |
| YTD | +110.5% | +16.6% | +93.8% | +85.7% |
| 1Y | +108.4% | +21.4% | +87.0% | +79.2% |
| 3Y | +99.6% | +43.2% | +56.4% | +51.8% |
| 5Y | +160.1% | +28.0% | +132.0% | +107.7% |
| 10Y | +86.3% | +164.8% | -78.5% | -9.3% |
| All | -73.2% | +394.4% | -467.6% | -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