+761.5%
XLY vs USO
-71.6%
+833.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.2% |
| 7D | -1.7% | +9.1% | -10.8% | -2.9% |
| 30D | -4.2% | +21.7% | -25.9% | -6.9% |
| 3M | -2.7% | +20.2% | -22.9% | -5.8% |
| 6M | -0.6% | +43.4% | -44.0% | -7.8% |
| YTD | -5.0% | +124.0% | -129.0% | -18.5% |
| 1Y | -4.1% | +112.2% | -116.3% | -17.0% |
| 3Y | +33.6% | +97.7% | -64.1% | +15.1% |
| 5Y | +28.7% | +217.4% | -188.7% | -1.1% |
| 10Y | +219.6% | +82.8% | +136.8% | +155.7% |
| All | +761.5% | -71.6% | +833.1% | +725.1% |
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 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