+457.4%
XLU vs USO
-71.0%
+528.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.6% | -1.5% |
| 7D | -1.2% | +11.5% | -12.6% | -2.2% |
| 30D | -2.5% | +24.1% | -26.7% | -4.5% |
| 3M | -2.7% | +17.9% | -20.7% | -4.5% |
| 6M | -7.5% | +49.6% | -57.1% | -11.8% |
| YTD | +0.9% | +129.0% | -128.1% | -8.0% |
| 1Y | +3.3% | +112.0% | -108.7% | -5.2% |
| 3Y | +47.3% | +102.3% | -55.0% | +34.5% |
| 5Y | +44.4% | +224.5% | -180.1% | +23.2% |
| 10Y | +140.8% | +86.9% | +53.9% | +109.7% |
| All | +457.4% | -71.0% | +528.4% | +512.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling