+128.8%
XLP vs USO
+75.9%
+52.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.1% |
| 7D | +0.1% | -9.1% | +9.1% | +0.5% |
| 30D | +8.9% | -3.7% | +12.7% | +9.0% |
| 3M | +7.5% | +20.9% | -13.4% | +6.3% |
| 6M | +9.4% | +6.8% | +2.6% | +8.7% |
| YTD | +19.3% | +106.3% | -87.0% | +13.2% |
| 1Y | +21.7% | +100.2% | -78.5% | +15.8% |
| 3Y | +44.0% | +103.1% | -59.1% | +35.7% |
| 5Y | +42.8% | +146.1% | -103.3% | +30.3% |
| 10Y | +128.8% | +73.5% | +55.3% | +114.5% |
| All | +128.8% | +75.9% | +52.9% | +114.5% |
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 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