+38.9%
USO vs XLC
+142.6%
-103.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +23.8% | +0.2% | +23.5% | +23.5% |
| 3M | +8.1% | +0.6% | +7.4% | +7.3% |
| 6M | +34.3% | -4.5% | +38.8% | +35.2% |
| YTD | +111.1% | -4.7% | +115.9% | +112.6% |
| 1Y | +99.9% | -1.7% | +101.6% | +98.7% |
| 3Y | +86.5% | +72.3% | +14.2% | +44.8% |
| 5Y | +200.5% | +37.8% | +162.8% | +164.4% |
| All | +38.9% | +142.6% | -103.7% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling