+102.1%
USO vs DE
+75.2%
+26.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +11.5% | -2.4% | +13.8% | +11.6% |
| 30D | +24.1% | +9.7% | +14.4% | +23.6% |
| 3M | +17.9% | +21.4% | -3.4% | +16.5% |
| 6M | +49.6% | +15.0% | +34.6% | +48.4% |
| YTD | +129.0% | +46.4% | +82.6% | +118.5% |
| 1Y | +112.0% | +45.6% | +66.4% | +102.0% |
| All | +102.1% | +75.2% | +26.9% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling