-74.0%
USO vs DAR
+1,056.3%
-1,130.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -10.6% | -3.8% | -6.7% | -9.7% |
| 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% | +11.2% |
| YTD | +104.5% | +43.2% | +61.3% | +87.2% |
| 1Y | +97.3% | +57.7% | +39.6% | +76.0% |
| 3Y | +97.0% | +22.7% | +74.3% | +79.6% |
| 5Y | +151.2% | -34.0% | +185.2% | +159.2% |
| 10Y | +76.1% | +279.5% | -203.4% | +11.7% |
| All | -74.0% | +1,056.3% | -1,130.3% | -86.4% |
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