+81.0%
USO vs XRT
+145.8%
-64.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | -6.3% | +9.8% | -16.1% | -8.3% |
| 3M | +10.9% | +3.3% | +7.6% | +9.8% |
| 6M | +2.0% | +13.6% | -11.6% | -1.6% |
| YTD | +104.6% | +9.1% | +95.5% | +97.8% |
| 1Y | +94.5% | +15.1% | +79.5% | +85.2% |
| 3Y | +97.1% | +59.9% | +37.1% | +67.6% |
| 5Y | +151.6% | -1.7% | +153.4% | +146.0% |
| 10Y | +81.0% | +141.1% | -60.1% | +16.3% |
| All | +81.0% | +145.8% | -64.8% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling