+82.6%
USO vs DECK
+874.1%
-791.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -12.1% | +5.8% | -17.9% | -12.4% |
| 30D | +3.1% | +7.9% | -4.7% | +2.5% |
| 3M | +24.9% | -11.4% | +36.3% | +25.7% |
| 6M | +10.8% | -16.6% | +27.4% | +11.6% |
| YTD | +114.6% | -16.4% | +130.9% | +114.5% |
| 1Y | +109.4% | +8.6% | +100.7% | +103.1% |
| 3Y | +98.1% | -15.1% | +113.2% | +89.2% |
| 5Y | +162.4% | +22.9% | +139.6% | +135.2% |
| All | +82.6% | +874.1% | -791.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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