+82.0%
USO vs XYL
+150.5%
-68.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +9.1% | +1.2% | +7.9% | +8.9% |
| 30D | +21.7% | -11.9% | +33.6% | +24.2% |
| 3M | +20.2% | -1.5% | +21.8% | +19.9% |
| 6M | +43.4% | -11.9% | +55.3% | +45.4% |
| YTD | +124.0% | -20.6% | +144.6% | +131.4% |
| 1Y | +112.2% | -23.5% | +135.7% | +120.8% |
| 3Y | +97.7% | +14.9% | +82.8% | +82.5% |
| 5Y | +217.4% | -15.3% | +232.7% | +218.3% |
| All | +82.0% | +150.5% | -68.5% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling