-44.1%
USO vs XYL
+466.0%
-510.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.2% |
| 7D | +3.6% | +1.8% | +1.8% | +3.1% |
| 30D | +23.8% | -9.2% | +33.0% | +26.5% |
| 3M | +8.1% | -0.3% | +8.3% | +7.4% |
| 6M | +34.3% | -11.0% | +45.2% | +36.6% |
| YTD | +111.1% | -19.2% | +130.4% | +119.4% |
| 1Y | +99.9% | -21.2% | +121.1% | +108.9% |
| 3Y | +86.5% | +18.6% | +67.9% | +68.4% |
| 5Y | +200.5% | -14.3% | +214.9% | +197.4% |
| 10Y | +66.5% | +141.0% | -74.5% | +6.3% |
| All | -44.1% | +466.0% | -510.1% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling