+41.9%
XLP vs USO
+95.6%
-53.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +0.7% | -12.1% | +12.8% | +0.3% |
| 30D | +10.3% | +3.1% | +7.1% | +10.4% |
| 3M | +6.5% | +24.9% | -18.3% | +7.4% |
| 6M | +8.4% | +10.8% | -2.4% | +9.0% |
| YTD | +18.2% | +114.6% | -96.4% | +20.6% |
| 1Y | +22.4% | +109.4% | -87.0% | +24.9% |
| 3Y | +41.9% | +98.1% | -56.2% | +44.7% |
| All | +41.9% | +95.6% | -53.7% | +44.7% |
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