+214.1%
USO vs XRT
-2.4%
+216.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | +6.2% | -2.4% | +8.7% | +6.3% |
| 30D | +19.1% | -6.9% | +26.0% | +19.2% |
| 3M | +14.2% | -0.4% | +14.6% | +14.0% |
| 6M | +43.7% | +2.2% | +41.5% | +43.0% |
| YTD | +116.8% | -0.7% | +117.5% | +116.2% |
| 1Y | +104.3% | -2.0% | +106.3% | +103.9% |
| 3Y | +91.5% | +41.0% | +50.5% | +79.5% |
| 5Y | +214.1% | -3.3% | +217.4% | +228.9% |
| All | +214.1% | -2.4% | +216.4% | +228.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling