+102.2%
USO vs DD
+49.3%
+52.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.8% | -6.3% | -8.9% |
| 7D | -12.7% | +8.7% | -21.4% | -8.9% |
| 30D | +1.0% | +15.3% | -14.3% | +8.7% |
| 3M | +25.6% | +5.9% | +19.7% | +29.2% |
| 6M | -1.5% | +11.6% | -13.1% | +6.0% |
| YTD | +110.3% | +26.5% | +83.7% | +127.9% |
| 1Y | +102.2% | +35.4% | +66.8% | +120.4% |
| All | +102.2% | +49.3% | +52.8% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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