+91.4%
USO vs XYL
+16.4%
+74.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.5% |
| 7D | +6.2% | +0.8% | +5.4% | +6.4% |
| 30D | +19.1% | -10.8% | +29.9% | +16.9% |
| 3M | +14.2% | -2.5% | +16.8% | +13.7% |
| 6M | +43.7% | -12.2% | +55.9% | +42.2% |
| YTD | +116.8% | -20.1% | +136.9% | +114.3% |
| 1Y | +104.3% | -20.6% | +125.0% | +101.8% |
| All | +91.4% | +16.4% | +74.9% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling