+82.0%
USO vs DD
+66.6%
+15.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.1% | -3.5% | +12.6% | +10.0% |
| 30D | +21.7% | -11.7% | +33.3% | +25.0% |
| 3M | +20.2% | -9.2% | +29.5% | +22.4% |
| 6M | +43.4% | -7.2% | +50.5% | +43.3% |
| YTD | +124.0% | +6.6% | +117.4% | +114.1% |
| 1Y | +112.2% | +32.0% | +80.2% | +89.7% |
| 3Y | +97.7% | +42.1% | +55.5% | +68.3% |
| 5Y | +217.4% | +58.1% | +159.4% | +155.0% |
| All | +82.0% | +66.6% | +15.4% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling