+99.6%
USO vs XME
+93.2%
+6.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.3% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -5.2% | -6.1% | +0.9% | -5.1% |
| 3M | +16.4% | -18.6% | +35.1% | +16.7% |
| 6M | +2.5% | -23.9% | +26.4% | +3.7% |
| YTD | +110.5% | -9.3% | +119.8% | +105.0% |
| 1Y | +108.4% | +1.8% | +106.7% | +97.3% |
| 3Y | +99.6% | +93.0% | +6.6% | +45.9% |
| All | +99.6% | +93.2% | +6.5% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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