+222.5%
XLF vs USO
-73.3%
+295.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -2.0% |
| 7D | +0.2% | +3.6% | -3.4% | -0.6% |
| 30D | -0.5% | +23.8% | -24.3% | -5.2% |
| 3M | +10.6% | +8.1% | +2.6% | +7.7% |
| 6M | +14.3% | +34.3% | -20.0% | +4.1% |
| YTD | +5.5% | +111.1% | -105.6% | -14.3% |
| 1Y | +9.6% | +99.9% | -90.4% | -10.1% |
| 3Y | +75.2% | +86.5% | -11.3% | +42.7% |
| 5Y | +65.5% | +200.5% | -135.0% | +14.0% |
| 10Y | +246.4% | +66.5% | +179.9% | +157.0% |
| All | +222.5% | -73.3% | +295.8% | +226.7% |
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 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