-73.2%
USO vs DE
+2,411.5%
-2,484.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.5% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +23.8% | +9.6% | +14.1% | +19.6% |
| 3M | +8.1% | +19.0% | -10.9% | +0.7% |
| 6M | +34.3% | +16.1% | +18.2% | +25.0% |
| YTD | +111.1% | +47.0% | +64.1% | +79.0% |
| 1Y | +99.9% | +43.1% | +56.8% | +70.4% |
| 3Y | +86.5% | +77.5% | +9.0% | +42.8% |
| 5Y | +200.5% | +96.4% | +104.2% | +113.4% |
| 10Y | +66.5% | +852.9% | -786.3% | -40.8% |
| All | -73.2% | +2,411.5% | -2,484.7% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling