+112.0%
USO vs XLC
-2.1%
+114.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +6.1% |
| 7D | +11.5% | -1.7% | +13.1% | +9.9% |
| 30D | +24.1% | +0.2% | +23.9% | +24.5% |
| 3M | +17.9% | +0.7% | +17.2% | +20.0% |
| 6M | +49.6% | -4.5% | +54.1% | +50.9% |
| YTD | +129.0% | -4.7% | +133.7% | +130.2% |
| 1Y | +112.0% | -1.5% | +113.5% | +112.0% |
| All | +112.0% | -2.1% | +114.1% | +112.0% |
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