+650.1%
DIA vs USO
-74.0%
+724.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | +9.5% | -9.6% | -1.6% |
| 30D | -1.5% | +23.6% | -25.1% | -4.9% |
| 3M | +3.8% | +3.8% | -0.1% | +2.4% |
| 6M | +10.3% | +55.0% | -44.8% | 0.0% |
| YTD | +12.1% | +105.3% | -93.2% | -3.5% |
| 1Y | +18.6% | +91.4% | -72.7% | +3.2% |
| 3Y | +60.6% | +84.6% | -23.9% | +38.2% |
| 5Y | +64.4% | +191.7% | -127.3% | +25.4% |
| 10Y | +250.1% | +73.3% | +176.8% | +177.6% |
| All | +650.1% | -74.0% | +724.1% | +681.8% |
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