+420.7%
USO vs DFNS
-99.9%
+520.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.2% |
| 7D | +9.1% | -6.3% | +15.5% | +9.1% |
| 30D | +21.7% | -74.0% | +95.6% | +21.2% |
| 3M | +20.2% | -70.1% | +90.4% | +21.5% |
| 6M | +43.4% | -93.9% | +137.3% | +44.8% |
| YTD | +124.0% | -98.1% | +222.1% | +126.2% |
| 1Y | +112.2% | -98.3% | +210.5% | +114.3% |
| 3Y | +97.7% | -99.9% | +197.5% | +103.1% |
| 5Y | +217.4% | -99.9% | +317.3% | +220.8% |
| All | +420.7% | -99.9% | +520.5% | +435.8% |
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