+235.7%
DIA vs USO
+87.0%
+148.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +2.1% | -1.9% | +4.0% | +2.3% |
| 30D | +1.5% | -5.2% | +6.7% | +1.9% |
| 3M | -2.4% | +16.4% | -18.9% | -4.4% |
| 6M | +6.0% | +2.5% | +3.5% | +4.8% |
| YTD | +10.1% | +110.5% | -100.4% | -2.6% |
| 1Y | +11.8% | +108.4% | -96.6% | -0.9% |
| 3Y | +59.7% | +99.6% | -39.9% | +40.4% |
| 5Y | +57.9% | +160.1% | -102.2% | +28.6% |
| All | +235.7% | +87.0% | +148.7% | +192.9% |
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