-72.8%
USO vs XRT
+539.9%
-612.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.4% |
| 30D | -5.2% | +7.5% | -12.7% | -7.5% |
| 3M | +16.4% | +2.2% | +14.2% | +15.0% |
| 6M | +2.5% | +14.7% | -12.2% | -2.7% |
| YTD | +110.5% | +7.5% | +103.0% | +101.8% |
| 1Y | +108.4% | +14.1% | +94.3% | +95.8% |
| 3Y | +99.6% | +58.8% | +40.9% | +65.2% |
| 5Y | +160.1% | -3.9% | +164.0% | +147.8% |
| 10Y | +86.3% | +137.7% | -51.4% | +20.0% |
| All | -72.8% | +539.9% | -612.8% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling