-72.8%
USO vs XOP
+78.0%
-150.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.9% |
| 7D | -1.9% | +6.3% | -8.3% | -5.5% |
| 30D | -5.2% | -6.6% | +1.4% | -1.1% |
| 3M | +16.4% | +3.6% | +12.9% | +14.3% |
| 6M | +2.5% | +10.8% | -8.3% | -2.7% |
| YTD | +110.5% | +48.3% | +62.2% | +69.8% |
| 1Y | +108.4% | +42.9% | +65.5% | +71.8% |
| 3Y | +99.6% | +43.3% | +56.3% | +62.7% |
| 5Y | +160.1% | +94.0% | +66.1% | +73.3% |
| 10Y | +86.3% | +53.7% | +32.5% | +22.9% |
| All | -72.8% | +78.0% | -150.8% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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