+60.5%
XOM vs USO
+96.2%
-35.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | +4.1% | +9.1% | -5.0% | +0.6% |
| 30D | +4.6% | +21.7% | -17.1% | -3.1% |
| 3M | +14.0% | +20.2% | -6.3% | +5.2% |
| 6M | +11.0% | +43.4% | -32.4% | -5.9% |
| YTD | +40.7% | +124.0% | -83.3% | -3.3% |
| 1Y | +52.3% | +112.2% | -59.9% | +7.0% |
| 3Y | +60.5% | +97.7% | -37.2% | +15.2% |
| All | +60.5% | +96.2% | -35.8% | +15.2% |
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 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