+214.1%
USO vs DD
+59.3%
+154.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.9% |
| 7D | +6.2% | -3.8% | +10.0% | +6.6% |
| 30D | +19.1% | -9.2% | +28.3% | +20.1% |
| 3M | +14.2% | -9.0% | +23.2% | +15.0% |
| 6M | +43.7% | -5.0% | +48.7% | +42.9% |
| YTD | +116.8% | +7.4% | +109.5% | +109.2% |
| 1Y | +104.3% | +35.1% | +69.2% | +86.7% |
| 3Y | +91.5% | +43.2% | +48.3% | +68.9% |
| 5Y | +214.1% | +59.6% | +154.4% | +157.3% |
| All | +214.1% | +59.3% | +154.7% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling