+151.2%
USO vs DAR
-36.3%
+187.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -10.6% | -3.8% | -6.7% | -9.8% |
| 30D | -4.6% | -14.4% | +9.9% | -0.9% |
| 3M | +12.3% | -17.9% | +30.3% | +17.7% |
| 6M | +5.9% | -18.3% | +24.2% | +11.0% |
| YTD | +104.5% | +43.2% | +61.3% | +90.8% |
| 1Y | +97.3% | +57.7% | +39.6% | +80.0% |
| 3Y | +97.0% | +22.7% | +74.3% | +82.4% |
| 5Y | +151.2% | -34.0% | +185.2% | +194.5% |
| All | +151.2% | -36.3% | +187.5% | +194.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling