-72.8%
USO vs XME
+170.7%
-243.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.3% |
| 7D | -1.9% | +0.3% | -2.2% | -2.3% |
| 30D | -5.2% | -6.1% | +0.9% | -3.3% |
| 3M | +16.4% | -18.6% | +35.1% | +25.0% |
| 6M | +2.5% | -23.9% | +26.4% | +11.3% |
| YTD | +110.5% | -9.3% | +119.8% | +106.7% |
| 1Y | +108.4% | +1.8% | +106.7% | +93.9% |
| 3Y | +99.6% | +93.0% | +6.6% | +34.3% |
| 5Y | +160.1% | +107.0% | +53.1% | +64.3% |
| 10Y | +86.3% | +266.9% | -180.7% | -15.1% |
| All | -72.8% | +170.7% | -243.5% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling