+43.7%
USO vs XYL
-9.8%
+53.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +1.9% |
| 7D | +6.2% | +0.8% | +5.4% | +6.8% |
| 30D | +19.1% | -10.8% | +29.9% | +9.3% |
| 3M | +14.2% | -2.5% | +16.8% | +14.0% |
| 6M | +43.7% | -12.2% | +55.9% | +39.3% |
| All | +43.7% | -9.8% | +53.6% | +39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling