-53.5%
USO vs DG
+614.5%
-668.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.9% | +0.3% | -2.2% | -1.9% |
| 30D | -5.2% | +3.2% | -8.4% | -5.3% |
| 3M | +16.4% | +10.4% | +6.0% | +16.0% |
| 6M | +2.5% | +33.2% | -30.7% | +1.3% |
| YTD | +110.5% | +3.0% | +107.5% | +109.8% |
| 1Y | +108.4% | +31.2% | +77.2% | +104.7% |
| 3Y | +99.6% | +21.8% | +77.8% | +94.4% |
| 5Y | +160.1% | -35.0% | +195.0% | +165.0% |
| 10Y | +86.3% | +106.0% | -19.8% | +69.0% |
| All | -53.5% | +614.5% | -668.0% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling