+431.0%
XOM vs USO
-72.5%
+503.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.2% |
| 7D | 0.0% | +6.2% | -6.2% | -2.3% |
| 30D | +3.4% | +19.1% | -15.7% | -3.5% |
| 3M | +11.0% | +14.2% | -3.2% | +4.4% |
| 6M | +10.6% | +43.7% | -33.1% | -6.4% |
| YTD | +39.2% | +116.8% | -77.6% | -0.6% |
| 1Y | +52.7% | +104.3% | -51.6% | +11.5% |
| 3Y | +56.8% | +91.5% | -34.8% | +15.3% |
| 5Y | +261.8% | +214.1% | +47.7% | +117.7% |
| 10Y | +191.3% | +77.0% | +114.3% | +97.0% |
| All | +431.0% | -72.5% | +503.6% | +558.6% |
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 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