+255.6%
XOM vs USO
+220.6%
+35.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -1.9% |
| 7D | +1.9% | +11.5% | -9.6% | -3.1% |
| 30D | +4.1% | +24.1% | -20.0% | -5.7% |
| 3M | +10.4% | +17.9% | -7.5% | +1.4% |
| 6M | +13.0% | +49.6% | -36.6% | -9.2% |
| YTD | +40.1% | +129.0% | -88.9% | -10.2% |
| 1Y | +51.1% | +112.0% | -60.9% | +0.5% |
| 3Y | +57.7% | +102.3% | -44.6% | +4.5% |
| All | +255.6% | +220.6% | +35.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling