+300.6%
XLE vs USO
-73.9%
+374.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +2.5% |
| 7D | -7.9% | -9.1% | +1.2% | -3.5% |
| 30D | -4.8% | -3.7% | -1.1% | -3.3% |
| 3M | +8.4% | +20.9% | -12.6% | -2.5% |
| 6M | +12.7% | +6.8% | +5.9% | +6.4% |
| YTD | +41.3% | +106.3% | -65.0% | -8.9% |
| 1Y | +42.3% | +100.2% | -57.9% | -6.9% |
| 3Y | +65.1% | +103.1% | -38.0% | +4.3% |
| 5Y | +150.2% | +146.1% | +4.1% | +38.0% |
| 10Y | +163.9% | +73.5% | +90.5% | +56.7% |
| All | +300.6% | -73.9% | +374.4% | +579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling