+66.5%
USO vs D
+35.9%
+30.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +23.8% | -0.7% | +24.5% | +23.9% |
| 3M | +8.1% | +2.1% | +6.0% | +7.8% |
| 6M | +34.3% | +6.8% | +27.4% | +33.2% |
| YTD | +111.1% | +16.5% | +94.6% | +107.6% |
| 1Y | +99.9% | +19.2% | +80.8% | +96.0% |
| 3Y | +86.5% | +61.9% | +24.6% | +74.3% |
| 5Y | +200.5% | +6.5% | +194.0% | +197.5% |
| 10Y | +66.5% | +35.3% | +31.3% | +66.4% |
| All | +66.5% | +35.9% | +30.7% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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