+214.1%
USO vs DG
-39.5%
+253.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.6% |
| 7D | +6.2% | -4.8% | +11.1% | +6.0% |
| 30D | +19.1% | +1.8% | +17.3% | +19.2% |
| 3M | +14.2% | +14.5% | -0.2% | +15.1% |
| 6M | +43.7% | -13.6% | +57.3% | +43.9% |
| YTD | +116.8% | -4.8% | +121.7% | +117.3% |
| 1Y | +104.3% | +21.6% | +82.8% | +105.4% |
| 3Y | +91.5% | +4.5% | +87.1% | +91.8% |
| 5Y | +214.1% | -38.5% | +252.5% | +229.9% |
| All | +214.1% | -39.5% | +253.6% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling