+37.5%
USO vs DBX
+16.6%
+20.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.2% |
| 7D | +3.6% | -1.3% | +4.9% | +3.7% |
| 30D | +23.8% | -2.9% | +26.6% | +24.0% |
| 3M | +8.1% | +23.8% | -15.8% | +4.5% |
| 6M | +34.3% | +26.2% | +8.1% | +29.0% |
| YTD | +111.1% | +21.6% | +89.5% | +103.8% |
| 1Y | +99.9% | +11.4% | +88.5% | +95.0% |
| 3Y | +86.5% | +21.3% | +65.2% | +76.8% |
| 5Y | +200.5% | +6.7% | +193.9% | +186.8% |
| All | +37.5% | +16.6% | +20.9% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling