+100.3%
USO vs DD
+89.9%
+10.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.2% |
| 7D | -1.4% | +6.7% | -8.2% | -1.1% |
| 30D | -4.6% | +19.4% | -24.0% | -3.8% |
| 3M | +14.7% | +7.6% | +7.1% | +15.2% |
| 6M | +1.2% | +2.9% | -1.7% | +1.9% |
| YTD | +111.2% | +29.9% | +81.3% | +106.7% |
| 1Y | +109.3% | +28.6% | +80.7% | +105.1% |
| All | +100.3% | +89.9% | +10.4% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling