+91.4%
USO vs DG
+23.4%
+67.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | +0.2% |
| 7D | +9.5% | +8.4% | +1.1% | +11.3% |
| 30D | +23.6% | +4.9% | +18.6% | +24.9% |
| 3M | +3.8% | +29.3% | -25.5% | +9.8% |
| 6M | +55.0% | -11.3% | +66.3% | +57.6% |
| YTD | +105.3% | +1.8% | +103.5% | +107.0% |
| 1Y | +91.4% | +25.3% | +66.0% | +91.0% |
| All | +91.4% | +23.4% | +67.9% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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