-9.5%
DASH vs USO
+361.4%
-370.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -4.5% | -1.9% | -2.6% | -4.6% |
| 30D | -6.8% | -5.2% | -1.6% | -6.9% |
| 3M | -20.7% | +16.4% | -37.1% | -20.7% |
| 6M | +15.1% | +2.5% | +12.6% | +15.3% |
| YTD | -24.3% | +110.5% | -134.8% | -28.5% |
| 1Y | -12.1% | +108.4% | -120.6% | -17.0% |
| 3Y | +91.1% | +99.6% | -8.6% | +79.2% |
| 5Y | -30.3% | +160.1% | -190.3% | -37.9% |
| All | -9.5% | +361.4% | -370.9% | -42.1% |
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 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