+50.7%
USO vs XLC
+142.6%
-91.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +11.5% | -1.7% | +13.1% | +12.1% |
| 30D | +24.1% | +0.2% | +23.9% | +23.9% |
| 3M | +17.9% | +0.7% | +17.2% | +17.1% |
| 6M | +49.6% | -4.5% | +54.1% | +50.6% |
| YTD | +129.0% | -4.7% | +133.7% | +130.6% |
| 1Y | +112.0% | -1.5% | +113.5% | +110.5% |
| 3Y | +102.3% | +72.2% | +30.0% | +57.0% |
| 5Y | +224.5% | +39.3% | +185.2% | +183.4% |
| All | +50.7% | +142.6% | -91.9% | -12.5% |
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