+102.2%
USO vs XYL
-30.7%
+132.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.0% | -13.0% | -5.9% |
| 7D | -12.7% | +14.5% | -27.2% | -7.5% |
| 30D | +1.0% | -1.3% | +2.3% | +2.4% |
| 3M | +25.6% | -17.0% | +42.6% | +15.8% |
| 6M | -1.5% | -11.3% | +9.8% | -4.4% |
| YTD | +110.3% | -25.0% | +135.2% | +96.3% |
| 1Y | +102.2% | -31.5% | +133.7% | +82.9% |
| All | +102.2% | -30.7% | +132.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling