-72.8%
USO vs XME
+246.2%
-318.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.7% | +2.4% |
| 7D | +3.6% | +3.6% | 0.0% | +2.0% |
| 30D | +23.8% | +3.6% | +20.1% | +21.6% |
| 3M | +8.1% | +1.2% | +6.8% | +6.1% |
| 6M | +34.3% | +9.0% | +25.2% | +25.0% |
| YTD | +111.1% | +15.9% | +95.2% | +89.4% |
| 1Y | +99.9% | +43.2% | +56.7% | +61.3% |
| 3Y | +86.5% | +137.4% | -50.9% | +16.5% |
| 5Y | +200.5% | +185.0% | +15.5% | +67.2% |
| 10Y | +66.5% | +409.5% | -342.9% | -33.4% |
| All | -72.8% | +246.2% | -318.9% | -89.3% |
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