-73.2%
USO vs DAR
+1,155.4%
-1,228.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | -1.9% | +11.6% | -13.5% | -4.7% |
| 30D | -5.2% | -10.2% | +5.0% | -2.8% |
| 3M | +16.4% | -14.8% | +31.3% | +20.9% |
| 6M | +2.5% | -10.1% | +12.6% | +5.0% |
| YTD | +110.5% | +55.5% | +55.0% | +88.7% |
| 1Y | +108.4% | +61.7% | +46.7% | +84.6% |
| 3Y | +99.6% | +37.2% | +62.5% | +76.9% |
| 5Y | +160.1% | -26.9% | +187.0% | +161.6% |
| 10Y | +86.3% | +314.4% | -228.2% | +15.6% |
| All | -73.2% | +1,155.4% | -1,228.6% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling