+44.6%
USO vs XYZ
+608.9%
-564.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | +6.2% | -3.7% | +10.0% | +6.5% |
| 30D | +19.1% | +0.5% | +18.6% | +18.9% |
| 3M | +14.2% | +16.3% | -2.0% | +12.4% |
| 6M | +43.7% | +21.1% | +22.6% | +40.3% |
| YTD | +116.8% | +22.0% | +94.9% | +110.9% |
| 1Y | +104.3% | +5.2% | +99.2% | +101.0% |
| 3Y | +91.5% | +49.6% | +41.9% | +77.2% |
| 5Y | +214.1% | -68.4% | +282.5% | +231.1% |
| 10Y | +77.0% | +604.5% | -527.5% | +15.8% |
| All | +44.6% | +608.9% | -564.3% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling