-54.6%
USO vs DG
+606.1%
-660.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +9.5% | +8.4% | +1.1% | +9.2% |
| 30D | +23.6% | +4.9% | +18.6% | +23.4% |
| 3M | +3.8% | +29.3% | -25.5% | +2.8% |
| 6M | +55.0% | -11.3% | +66.3% | +55.9% |
| YTD | +105.3% | +1.8% | +103.5% | +104.8% |
| 1Y | +91.4% | +25.3% | +66.0% | +88.5% |
| 3Y | +84.6% | +9.1% | +75.5% | +81.1% |
| 5Y | +191.7% | -34.9% | +226.6% | +197.1% |
| 10Y | +73.3% | +108.2% | -34.9% | +57.0% |
| All | -54.6% | +606.1% | -660.7% | -69.0% |
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 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