+490.5%
DDOG vs USO
+62.0%
+428.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.2% | -2.2% |
| 7D | +3.2% | +11.5% | -8.2% | +2.0% |
| 30D | -10.2% | +24.1% | -34.3% | -12.4% |
| 3M | -2.6% | +17.9% | -20.5% | -4.8% |
| 6M | +80.1% | +49.6% | +30.5% | +69.3% |
| YTD | +63.0% | +129.0% | -66.0% | +43.8% |
| 1Y | +59.4% | +112.0% | -52.6% | +42.0% |
| 3Y | +127.0% | +102.3% | +24.8% | +101.4% |
| 5Y | +61.7% | +224.5% | -162.9% | +28.8% |
| All | +490.5% | +62.0% | +428.5% | +528.0% |
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