+91.4%
USO vs DBX
+23.5%
+67.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.6% |
| 7D | +6.2% | +0.3% | +6.0% | +6.2% |
| 30D | +19.1% | 0.0% | +19.1% | +19.0% |
| 3M | +14.2% | +26.1% | -11.9% | +12.3% |
| 6M | +43.7% | +29.4% | +14.4% | +40.3% |
| YTD | +116.8% | +24.4% | +92.4% | +112.3% |
| 1Y | +104.3% | +10.9% | +93.5% | +102.1% |
| All | +91.4% | +23.5% | +67.8% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling