+102.2%
USO vs XLC
-5.6%
+107.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.5% | -11.5% | -5.0% |
| 7D | -12.7% | +1.8% | -14.5% | -11.0% |
| 30D | +1.0% | -6.0% | +6.9% | -3.4% |
| 3M | +25.6% | -6.0% | +31.6% | +20.6% |
| 6M | -1.5% | -9.1% | +7.6% | -7.0% |
| YTD | +110.3% | -10.0% | +120.3% | +103.0% |
| 1Y | +102.2% | -5.8% | +108.0% | +92.3% |
| All | +102.2% | -5.6% | +107.7% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling