+124.6%
XLP vs USO
+84.4%
+40.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | -12.1% | +12.8% | +1.3% |
| 30D | +10.3% | +3.1% | +7.1% | +10.0% |
| 3M | +6.5% | +24.9% | -18.3% | +5.2% |
| 6M | +8.4% | +10.8% | -2.4% | +7.5% |
| YTD | +18.2% | +114.6% | -96.4% | +12.0% |
| 1Y | +22.4% | +109.4% | -87.0% | +16.2% |
| 3Y | +41.9% | +98.1% | -56.2% | +34.2% |
| 5Y | +40.9% | +162.4% | -121.6% | +28.1% |
| All | +124.6% | +84.4% | +40.2% | +110.1% |
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