+16.9%
USO vs XLRE
+109.5%
-92.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.0% |
| 7D | +6.2% | -0.7% | +7.0% | +6.5% |
| 30D | +19.1% | -2.2% | +21.3% | +19.8% |
| 3M | +14.2% | -2.6% | +16.8% | +14.8% |
| 6M | +43.7% | +2.6% | +41.2% | +41.7% |
| YTD | +116.8% | +9.3% | +107.6% | +109.1% |
| 1Y | +104.3% | +7.2% | +97.1% | +98.2% |
| 3Y | +91.5% | +31.3% | +60.2% | +70.3% |
| 5Y | +214.1% | +8.1% | +205.9% | +197.5% |
| 10Y | +77.0% | +88.9% | -11.9% | +37.8% |
| All | +16.9% | +109.5% | -92.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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