+160.9%
USO vs D
+12.4%
+148.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | -1.4% | -3.1% | +1.6% | -1.3% |
| 30D | -4.6% | +8.4% | -12.9% | -5.1% |
| 3M | +14.7% | +0.2% | +14.5% | +14.7% |
| 6M | +1.2% | +9.5% | -8.2% | +0.5% |
| YTD | +111.2% | +18.8% | +92.4% | +108.4% |
| 1Y | +109.3% | +14.7% | +94.6% | +107.0% |
| 3Y | +103.5% | +72.9% | +30.5% | +88.3% |
| 5Y | +160.9% | +13.1% | +147.8% | +152.2% |
| All | +160.9% | +12.4% | +148.6% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling