+149.7%
XBI vs USO
+86.2%
+63.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -4.6% | +9.1% | -13.8% | -5.4% |
| 30D | -2.0% | +21.7% | -23.7% | -3.7% |
| 3M | +17.8% | +20.2% | -2.4% | +15.6% |
| 6M | +23.7% | +43.4% | -19.6% | +17.9% |
| YTD | +28.2% | +124.0% | -95.7% | +15.3% |
| 1Y | +64.0% | +112.2% | -48.2% | +48.3% |
| 3Y | +99.4% | +97.7% | +1.7% | +79.6% |
| 5Y | +19.3% | +217.4% | -198.1% | -4.0% |
| All | +149.7% | +86.2% | +63.5% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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