+86.5%
USO vs XRT
+42.5%
+44.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.0% | +2.5% |
| 7D | +3.6% | -0.3% | +3.8% | +3.5% |
| 30D | +23.8% | -5.6% | +29.4% | +22.8% |
| 3M | +8.1% | +2.5% | +5.5% | +8.2% |
| 6M | +34.3% | +3.7% | +30.6% | +34.7% |
| YTD | +111.1% | +1.0% | +110.2% | +112.1% |
| 1Y | +99.9% | -1.2% | +101.1% | +101.4% |
| 3Y | +86.5% | +43.4% | +43.1% | +73.0% |
| All | +86.5% | +42.5% | +44.0% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling