-7.0%
DASH vs USO
+162.3%
-169.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +0.4% | -12.1% | +12.5% | 0.0% |
| 30D | -6.0% | +3.1% | -9.2% | -6.0% |
| 3M | -15.8% | +24.9% | -40.6% | -15.5% |
| 6M | +7.0% | +10.8% | -3.8% | +7.2% |
| YTD | -20.7% | +114.6% | -135.3% | -25.0% |
| 1Y | -8.5% | +109.4% | -117.9% | -13.3% |
| 3Y | +101.8% | +98.1% | +3.7% | +89.8% |
| All | -7.0% | +162.3% | -169.3% | -18.1% |
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 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