+112.0%
USO vs DFNS
-98.2%
+210.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.6% |
| 7D | +11.5% | -3.3% | +14.8% | +11.4% |
| 30D | +24.1% | -73.1% | +97.2% | +21.1% |
| 3M | +17.9% | -71.4% | +89.3% | +30.3% |
| 6M | +49.6% | -93.8% | +143.5% | +67.4% |
| YTD | +129.0% | -98.0% | +227.1% | +160.8% |
| 1Y | +112.0% | -98.2% | +210.2% | +147.1% |
| All | +112.0% | -98.2% | +210.2% | +147.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling