+91.4%
USO vs XLC
0.0%
+91.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -1.1% |
| 7D | +9.5% | -0.8% | +10.3% | +8.7% |
| 30D | +23.6% | +1.0% | +22.5% | +24.8% |
| 3M | +3.8% | -0.7% | +4.5% | +4.6% |
| 6M | +55.0% | -5.1% | +60.2% | +57.2% |
| YTD | +105.3% | -4.3% | +109.5% | +107.0% |
| 1Y | +91.4% | -0.6% | +91.9% | +92.9% |
| All | +91.4% | 0.0% | +91.4% | +92.9% |
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