+215.2%
XLY vs USO
+86.2%
+129.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -1.7% | +9.1% | -10.8% | -2.4% |
| 30D | -4.2% | +21.7% | -25.9% | -5.8% |
| 3M | -2.7% | +20.2% | -22.9% | -4.5% |
| 6M | -0.6% | +43.4% | -44.0% | -5.3% |
| YTD | -5.0% | +124.0% | -129.0% | -14.5% |
| 1Y | -4.1% | +112.2% | -116.3% | -13.2% |
| 3Y | +33.6% | +97.7% | -64.1% | +20.5% |
| 5Y | +28.7% | +217.4% | -188.7% | +5.8% |
| All | +215.2% | +86.2% | +129.0% | +178.6% |
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