+42.8%
XLP vs USO
+103.4%
-60.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.3% |
| 7D | -0.2% | -1.4% | +1.2% | -0.3% |
| 30D | +8.2% | -4.6% | +12.7% | +8.0% |
| 3M | +7.7% | +14.7% | -7.0% | +8.3% |
| 6M | +9.3% | +1.2% | +8.1% | +9.6% |
| YTD | +19.5% | +111.2% | -91.7% | +22.0% |
| 1Y | +21.0% | +109.3% | -88.3% | +23.5% |
| All | +42.8% | +103.4% | -60.6% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling