+391.0%
USO vs DFNS
-100.0%
+491.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -19.4% | +22.6% | +3.2% |
| 7D | -1.4% | -12.7% | +11.2% | -1.5% |
| 30D | -4.6% | -65.2% | +60.6% | -4.9% |
| 3M | +14.7% | -94.6% | +109.3% | +13.8% |
| 6M | +1.2% | -96.2% | +97.5% | +1.8% |
| YTD | +111.2% | -99.6% | +210.8% | +112.2% |
| 1Y | +109.3% | -99.7% | +209.0% | +110.3% |
| 3Y | +103.5% | -100.0% | +203.4% | +108.1% |
| 5Y | +160.9% | -100.0% | +260.9% | +162.6% |
| All | +391.0% | -100.0% | +491.0% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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