+200.5%
USO vs DFNS
-99.9%
+300.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +2.9% |
| 7D | +3.6% | +0.8% | +2.8% | +3.6% |
| 30D | +23.8% | -73.2% | +97.0% | +23.3% |
| 3M | +8.1% | -72.4% | +80.5% | +9.2% |
| 6M | +34.3% | -95.2% | +129.5% | +35.6% |
| YTD | +111.1% | -98.0% | +209.1% | +113.3% |
| 1Y | +99.9% | -98.3% | +198.2% | +102.0% |
| 3Y | +86.5% | -99.9% | +186.4% | +90.5% |
| 5Y | +200.5% | -99.9% | +300.4% | +225.0% |
| All | +200.5% | -99.9% | +300.4% | +225.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling