+86.1%
USO vs DAR
+375.1%
-289.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +6.1% |
| 7D | +11.5% | +0.9% | +10.5% | +11.1% |
| 30D | +24.1% | +6.4% | +17.7% | +21.8% |
| 3M | +17.9% | +13.2% | +4.7% | +13.8% |
| 6M | +49.6% | +26.2% | +23.4% | +40.6% |
| YTD | +129.0% | +84.4% | +44.6% | +94.5% |
| 1Y | +112.0% | +112.0% | -0.1% | +72.5% |
| 3Y | +102.3% | +13.4% | +88.9% | +87.5% |
| 5Y | +224.5% | -6.0% | +230.6% | +205.6% |
| All | +86.1% | +375.1% | -289.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling