-73.6%
USO vs XRT
+549.7%
-623.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -10.6% | +4.1% | -14.7% | -11.8% |
| 30D | -4.6% | +9.9% | -14.5% | -7.4% |
| 3M | +12.3% | +2.3% | +10.1% | +11.0% |
| 6M | +5.9% | +9.6% | -3.7% | +1.8% |
| YTD | +104.5% | +9.1% | +95.4% | +95.3% |
| 1Y | +97.3% | +16.2% | +81.1% | +84.5% |
| 3Y | +97.0% | +60.1% | +37.0% | +62.8% |
| 5Y | +151.2% | -0.5% | +151.6% | +136.6% |
| 10Y | +76.1% | +145.1% | -69.0% | +12.4% |
| All | -73.6% | +549.7% | -623.3% | -89.3% |
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 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