+91.4%
USO vs DBX
+20.4%
+70.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.2% |
| 7D | +9.5% | -2.4% | +11.9% | +9.4% |
| 30D | +23.6% | -0.5% | +24.1% | +23.6% |
| 3M | +3.8% | +28.1% | -24.2% | +3.3% |
| 6M | +55.0% | +33.1% | +22.0% | +52.4% |
| YTD | +105.3% | +25.3% | +80.0% | +102.3% |
| 1Y | +91.4% | +18.3% | +73.0% | +89.6% |
| All | +91.4% | +20.4% | +70.9% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling