+160.9%
USO vs DD
+67.6%
+93.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.3% |
| 7D | -1.4% | +6.7% | -8.2% | -1.9% |
| 30D | -4.6% | +19.4% | -24.0% | -5.9% |
| 3M | +14.7% | +7.6% | +7.1% | +14.1% |
| 6M | +1.2% | +2.9% | -1.7% | +1.0% |
| YTD | +111.2% | +29.9% | +81.3% | +100.8% |
| 1Y | +109.3% | +28.6% | +80.7% | +99.3% |
| 3Y | +103.5% | +90.0% | +13.5% | +73.1% |
| 5Y | +160.9% | +68.1% | +92.8% | +121.6% |
| All | +160.9% | +67.6% | +93.4% | +121.6% |
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