+104.3%
XLP vs USO
+65.7%
+38.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +9.5% | -10.5% | -1.5% |
| 30D | -0.9% | +23.6% | -24.5% | -2.0% |
| 3M | +3.8% | +3.8% | 0.0% | +3.4% |
| 6M | -1.7% | +55.0% | -56.8% | -4.8% |
| YTD | +10.3% | +105.3% | -95.0% | +4.8% |
| 1Y | +7.8% | +91.4% | -83.6% | +2.9% |
| 3Y | +27.2% | +84.6% | -57.4% | +20.8% |
| 5Y | +32.5% | +191.7% | -159.2% | +19.1% |
| All | +104.3% | +65.7% | +38.6% | +90.0% |
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