+73.5%
USO vs DAL
+136.2%
-62.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.3% | -9.1% | -4.2% |
| 7D | -9.1% | +10.0% | -19.1% | -9.7% |
| 30D | -3.7% | +12.0% | -15.8% | -4.5% |
| 3M | +20.9% | +0.8% | +20.1% | +20.7% |
| 6M | +6.8% | +26.2% | -19.4% | +4.1% |
| YTD | +106.3% | +33.7% | +72.6% | +98.3% |
| 1Y | +100.2% | +57.6% | +42.6% | +88.1% |
| 3Y | +103.1% | +183.5% | -80.4% | +69.0% |
| 5Y | +146.1% | +114.2% | +31.9% | +109.3% |
| 10Y | +73.5% | +128.1% | -54.7% | +60.8% |
| All | +73.5% | +136.2% | -62.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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