+38.5%
USO vs XLC
+137.2%
-98.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.9% | +3.7% | -5.6% | -3.1% |
| 30D | -5.2% | -1.9% | -3.3% | -4.8% |
| 3M | +16.4% | -3.1% | +19.5% | +17.1% |
| 6M | +2.5% | -6.4% | +8.9% | +3.9% |
| YTD | +110.5% | -6.8% | +117.3% | +112.9% |
| 1Y | +108.4% | -1.7% | +110.1% | +106.3% |
| 3Y | +99.6% | +64.7% | +35.0% | +57.6% |
| 5Y | +160.1% | +41.1% | +119.0% | +123.1% |
| All | +38.5% | +137.2% | -98.8% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling