+377.2%
USO vs DFNS
-99.9%
+477.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +9.5% | -16.0% | +25.4% | +9.4% |
| 30D | +23.6% | -77.7% | +101.3% | +23.1% |
| 3M | +3.8% | -77.2% | +81.0% | +4.9% |
| 6M | +55.0% | -95.2% | +150.2% | +56.6% |
| YTD | +105.3% | -98.0% | +203.2% | +107.3% |
| 1Y | +91.4% | -98.3% | +189.6% | +93.3% |
| 3Y | +84.6% | -99.9% | +184.4% | +89.7% |
| 5Y | +191.7% | -99.9% | +291.6% | +194.7% |
| All | +377.2% | -99.9% | +477.0% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling