+86.3%
USO vs DG
+7.4%
+78.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +2.5% |
| 7D | +3.6% | -2.5% | +6.0% | +3.4% |
| 30D | +23.8% | +1.0% | +22.8% | +23.9% |
| 3M | +8.1% | +20.3% | -12.3% | +9.8% |
| 6M | +34.3% | -11.7% | +46.0% | +34.6% |
| YTD | +111.1% | -2.3% | +113.5% | +112.1% |
| 1Y | +99.9% | +20.0% | +79.9% | +101.8% |
| All | +86.3% | +7.4% | +78.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling