+80.4%
XLI vs USO
+223.2%
-142.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -0.9% |
| 7D | -2.3% | +11.5% | -13.8% | -2.6% |
| 30D | -8.2% | +24.1% | -32.3% | -8.8% |
| 3M | +0.8% | +17.9% | -17.2% | +0.3% |
| 6M | +0.8% | +49.6% | -48.8% | -2.1% |
| YTD | +10.5% | +129.0% | -118.5% | +2.5% |
| 1Y | +14.1% | +112.0% | -97.9% | +6.6% |
| 3Y | +68.6% | +102.3% | -33.7% | +56.6% |
| 5Y | +80.4% | +224.5% | -144.2% | +41.2% |
| All | +80.4% | +223.2% | -142.8% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling