+86.1%
USO vs XRT
+125.1%
-39.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.8% |
| 7D | +11.5% | -3.6% | +15.0% | +12.2% |
| 30D | +24.1% | -6.7% | +30.8% | +25.8% |
| 3M | +17.9% | -1.4% | +19.3% | +17.6% |
| 6M | +49.6% | +1.7% | +47.9% | +47.2% |
| YTD | +129.0% | -1.5% | +130.5% | +126.7% |
| 1Y | +112.0% | -2.5% | +114.5% | +110.0% |
| 3Y | +102.3% | +39.9% | +62.4% | +77.7% |
| 5Y | +224.5% | -2.6% | +227.2% | +212.7% |
| All | +86.1% | +125.1% | -39.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling