+179.2%
XLE vs USO
+87.0%
+92.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.4% | -1.9% | +7.3% | +6.3% |
| 30D | -3.9% | -5.2% | +1.2% | -1.9% |
| 3M | +7.0% | +16.4% | -9.4% | -0.9% |
| 6M | +14.2% | +2.5% | +11.7% | +10.7% |
| YTD | +48.2% | +110.5% | -62.3% | -1.5% |
| 1Y | +47.7% | +108.4% | -60.7% | -1.4% |
| 3Y | +70.0% | +99.6% | -29.6% | +13.1% |
| 5Y | +169.1% | +160.1% | +9.1% | +53.6% |
| All | +179.2% | +87.0% | +92.1% | +81.8% |
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