+151.6%
USO vs DFNS
-100.0%
+251.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.7% | -12.7% | +0.1% |
| 7D | -2.7% | -13.0% | +10.3% | -2.7% |
| 30D | -6.3% | -56.9% | +50.5% | -6.6% |
| 3M | +10.9% | -93.2% | +104.1% | +10.0% |
| 6M | +2.0% | -95.4% | +97.5% | +2.7% |
| YTD | +104.6% | -99.5% | +204.1% | +105.7% |
| 1Y | +94.5% | -99.6% | +194.2% | +95.6% |
| 3Y | +97.1% | -100.0% | +197.0% | +100.2% |
| 5Y | +151.6% | -100.0% | +251.6% | +171.8% |
| All | +151.6% | -100.0% | +251.6% | +171.8% |
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 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