+82.0%
USO vs DE
+863.9%
-781.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.1% | -2.6% | +11.7% | +9.9% |
| 30D | +21.7% | +9.0% | +12.7% | +18.7% |
| 3M | +20.2% | +19.1% | +1.1% | +13.7% |
| 6M | +43.4% | +14.4% | +29.0% | +36.1% |
| YTD | +124.0% | +45.9% | +78.0% | +95.7% |
| 1Y | +112.2% | +43.6% | +68.6% | +85.8% |
| 3Y | +97.7% | +75.9% | +21.8% | +58.0% |
| 5Y | +217.4% | +98.8% | +118.7% | +134.3% |
| All | +82.0% | +863.9% | -781.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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