+94.0%
USO vs XLC
+64.9%
+29.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | -2.7% | +3.5% | -6.2% | -2.2% |
| 30D | -6.3% | -2.6% | -3.8% | -6.2% |
| 3M | +10.9% | -2.1% | +12.9% | +11.1% |
| 6M | +2.0% | -5.5% | +7.5% | +2.6% |
| YTD | +104.6% | -6.9% | +111.5% | +106.5% |
| 1Y | +94.5% | -3.7% | +98.3% | +94.8% |
| All | +94.0% | +64.9% | +29.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling