+45.8%
USO vs DBX
+22.6%
+23.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | +9.1% | +2.1% | +7.0% | +8.8% |
| 30D | +21.7% | +5.7% | +15.9% | +20.7% |
| 3M | +20.2% | +31.8% | -11.6% | +15.4% |
| 6M | +43.4% | +37.5% | +5.9% | +36.2% |
| YTD | +124.0% | +27.9% | +96.1% | +114.8% |
| 1Y | +112.2% | +15.0% | +97.1% | +106.3% |
| 3Y | +97.7% | +27.2% | +70.5% | +86.3% |
| 5Y | +217.4% | +12.8% | +204.6% | +200.8% |
| All | +45.8% | +22.6% | +23.2% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling