+58.3%
DIA vs USO
+90.0%
-31.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.6% |
| 7D | -1.2% | +6.2% | -7.5% | -1.0% |
| 30D | -2.7% | +19.1% | -21.8% | -2.0% |
| 3M | +3.3% | +14.2% | -10.9% | +4.1% |
| 6M | +10.4% | +43.7% | -33.3% | +10.8% |
| YTD | +10.0% | +116.8% | -106.9% | +8.4% |
| 1Y | +16.2% | +104.3% | -88.2% | +14.8% |
| All | +58.3% | +90.0% | -31.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling