+203.8%
DHR vs USO
+86.2%
+117.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -3.6% | +9.1% | -12.7% | -4.0% |
| 30D | -2.7% | +21.7% | -24.4% | -3.6% |
| 3M | +10.9% | +20.2% | -9.3% | +9.9% |
| 6M | +3.0% | +43.4% | -40.3% | +0.6% |
| YTD | -12.2% | +124.0% | -136.2% | -17.1% |
| 1Y | +3.3% | +112.2% | -108.9% | -2.2% |
| 3Y | -8.2% | +97.7% | -105.9% | -13.2% |
| 5Y | -29.9% | +217.4% | -247.3% | -36.9% |
| All | +203.8% | +86.2% | +117.6% | +194.3% |
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