+1,467.1%
DHR vs USO
-72.5%
+1,539.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.5% |
| 7D | -2.4% | +6.2% | -8.7% | -3.0% |
| 30D | -2.2% | +19.1% | -21.3% | -4.0% |
| 3M | +9.0% | +14.2% | -5.3% | +7.0% |
| 6M | +3.5% | +43.7% | -40.3% | -1.8% |
| YTD | -10.1% | +116.8% | -127.0% | -19.2% |
| 1Y | +6.2% | +104.3% | -98.2% | -3.9% |
| 3Y | -5.4% | +91.5% | -96.9% | -14.7% |
| 5Y | -27.9% | +214.1% | -242.0% | -40.4% |
| 10Y | +215.7% | +77.0% | +138.7% | +170.8% |
| All | +1,467.1% | -72.5% | +1,539.6% | +1,541.3% |
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 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