+224.5%
USO vs XYZ
-68.7%
+293.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.6% |
| 7D | +11.5% | -5.2% | +16.6% | +11.5% |
| 30D | +24.1% | 0.0% | +24.1% | +24.1% |
| 3M | +17.9% | +18.7% | -0.7% | +17.3% |
| 6M | +49.6% | +20.5% | +29.1% | +48.5% |
| YTD | +129.0% | +21.5% | +107.5% | +126.6% |
| 1Y | +112.0% | +7.2% | +104.8% | +110.8% |
| 3Y | +102.3% | +49.0% | +53.3% | +95.8% |
| 5Y | +224.5% | -68.1% | +292.7% | +250.7% |
| All | +224.5% | -68.7% | +293.3% | +250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling