+159.6%
USO vs DG
-35.8%
+195.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -5.2% | +3.2% | -8.4% | -4.9% |
| 3M | +16.4% | +10.4% | +6.0% | +17.3% |
| 6M | +2.5% | +33.2% | -30.7% | +4.2% |
| YTD | +110.5% | +3.0% | +107.5% | +112.2% |
| 1Y | +108.4% | +31.2% | +77.2% | +110.6% |
| 3Y | +99.6% | +21.8% | +77.8% | +101.1% |
| All | +159.6% | -35.8% | +195.5% | +171.3% |
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