+84.4%
USO vs DD
+97.1%
-12.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.9% | +5.0% | -6.9% | -3.0% |
| 30D | -5.2% | +19.7% | -24.9% | -9.1% |
| 3M | +16.4% | +7.2% | +9.2% | +14.3% |
| 6M | +2.5% | +1.0% | +1.5% | +1.5% |
| YTD | +110.5% | +29.1% | +81.4% | +92.5% |
| 1Y | +108.4% | +28.5% | +79.9% | +90.7% |
| 3Y | +99.6% | +89.4% | +10.2% | +58.3% |
| 5Y | +160.1% | +67.1% | +92.9% | +110.0% |
| All | +84.4% | +97.1% | -12.8% | +10.1% |
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