+11.7%
DASH vs USO
+350.0%
-338.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | +9.5% | -20.0% | -10.5% |
| 30D | +2.2% | +23.6% | -21.4% | +2.2% |
| 3M | +32.3% | +3.8% | +28.5% | +32.6% |
| 6M | +19.1% | +55.0% | -35.9% | +15.3% |
| YTD | -6.5% | +105.3% | -111.8% | -11.7% |
| 1Y | -14.9% | +91.4% | -106.3% | -19.2% |
| 3Y | +151.9% | +84.6% | +67.4% | +137.2% |
| 5Y | +9.4% | +191.7% | -182.3% | -4.1% |
| All | +11.7% | +350.0% | -338.2% | -28.5% |
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