+248.8%
XLF vs USO
+86.2%
+162.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | -1.5% | +9.1% | -10.6% | -2.6% |
| 30D | -1.2% | +21.7% | -22.8% | -3.8% |
| 3M | +9.2% | +20.2% | -11.1% | +5.9% |
| 6M | +16.3% | +43.4% | -27.0% | +8.5% |
| YTD | +5.4% | +124.0% | -118.5% | -9.2% |
| 1Y | +7.6% | +112.2% | -104.6% | -6.6% |
| 3Y | +74.2% | +97.7% | -23.4% | +50.5% |
| 5Y | +66.1% | +217.4% | -151.3% | +25.9% |
| All | +248.8% | +86.2% | +162.7% | +188.0% |
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