+73.0%
XLF vs USO
+100.7%
-27.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | -0.2% |
| 7D | -2.9% | +11.5% | -14.4% | -2.6% |
| 30D | -1.6% | +24.1% | -25.7% | -1.0% |
| 3M | +9.3% | +17.9% | -8.7% | +10.0% |
| 6M | +14.6% | +49.6% | -35.0% | +14.9% |
| YTD | +4.7% | +129.0% | -124.3% | +3.1% |
| 1Y | +8.6% | +112.0% | -103.4% | +7.3% |
| All | +73.0% | +100.7% | -27.6% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling