+76.2%
USO vs XRT
+126.9%
-50.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.0% |
| 7D | +6.2% | -2.4% | +8.7% | +6.7% |
| 30D | +19.1% | -6.9% | +26.0% | +20.8% |
| 3M | +14.2% | -0.4% | +14.6% | +13.7% |
| 6M | +43.7% | +2.2% | +41.5% | +41.3% |
| YTD | +116.8% | -0.7% | +117.5% | +114.3% |
| 1Y | +104.3% | -2.0% | +106.3% | +102.3% |
| 3Y | +91.5% | +41.0% | +50.5% | +68.0% |
| 5Y | +214.1% | -3.3% | +217.4% | +203.8% |
| All | +76.2% | +126.9% | -50.7% | +12.2% |
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