-4.5%
DASH vs USO
+352.2%
-356.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.6% |
| 7D | -4.8% | -9.1% | +4.3% | -5.0% |
| 30D | -7.9% | -3.7% | -4.2% | -8.1% |
| 3M | -16.3% | +20.9% | -37.2% | -16.4% |
| 6M | +10.4% | +6.8% | +3.6% | +10.3% |
| YTD | -20.1% | +106.3% | -126.4% | -24.6% |
| 1Y | -11.4% | +100.2% | -111.6% | -16.2% |
| 3Y | +114.1% | +103.1% | +11.0% | +100.1% |
| 5Y | -5.8% | +146.1% | -151.8% | -16.0% |
| All | -4.5% | +352.2% | -356.7% | -38.9% |
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 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