+159.6%
USO vs XYL
-23.3%
+183.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.9% | -3.7% | +1.8% | -2.1% |
| 30D | -5.2% | -8.3% | +3.1% | -5.3% |
| 3M | +16.4% | -21.4% | +37.9% | +15.8% |
| 6M | +2.5% | -12.9% | +15.4% | +2.0% |
| YTD | +110.5% | -30.1% | +140.6% | +110.8% |
| 1Y | +108.4% | -35.2% | +143.6% | +109.9% |
| 3Y | +99.6% | -0.8% | +100.4% | +91.8% |
| All | +159.6% | -23.3% | +183.0% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling