+82.0%
USO vs XYZ
+610.4%
-528.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -4.3% | +13.4% | +9.4% |
| 30D | +21.7% | +1.2% | +20.5% | +21.5% |
| 3M | +20.2% | +14.6% | +5.6% | +18.7% |
| 6M | +43.4% | +22.6% | +20.8% | +40.1% |
| YTD | +124.0% | +21.7% | +102.3% | +118.3% |
| 1Y | +112.2% | +6.7% | +105.5% | +108.7% |
| 3Y | +97.7% | +46.8% | +50.8% | +84.2% |
| 5Y | +217.4% | -68.0% | +285.5% | +234.3% |
| All | +82.0% | +610.4% | -528.4% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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