+224.5%
USO vs XME
+167.8%
+56.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.7% | +9.3% | +6.4% |
| 7D | +11.5% | -3.0% | +14.5% | +12.1% |
| 30D | +24.1% | -2.6% | +26.7% | +24.5% |
| 3M | +17.9% | +2.2% | +15.8% | +16.7% |
| 6M | +49.6% | +0.7% | +48.9% | +46.6% |
| YTD | +129.0% | +10.9% | +118.1% | +115.3% |
| 1Y | +112.0% | +35.7% | +76.3% | +83.0% |
| 3Y | +102.3% | +127.1% | -24.8% | +37.6% |
| 5Y | +224.5% | +168.5% | +56.1% | +95.4% |
| All | +224.5% | +167.8% | +56.7% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling