+91.4%
USO vs DD
+41.5%
+49.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | +0.1% |
| 7D | +9.5% | -3.5% | +13.0% | +7.7% |
| 30D | +23.6% | -10.3% | +33.9% | +17.6% |
| 3M | +3.8% | -7.5% | +11.4% | +1.0% |
| 6M | +55.0% | -8.0% | +63.1% | +56.0% |
| YTD | +105.3% | +10.5% | +94.8% | +108.0% |
| 1Y | +91.4% | +38.3% | +53.1% | +98.8% |
| All | +91.4% | +41.5% | +49.9% | +98.8% |
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