+91.4%
USO vs DGX
+33.7%
+57.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.3% |
| 7D | +9.5% | -2.3% | +11.8% | +8.9% |
| 30D | +23.6% | +0.6% | +23.0% | +23.7% |
| 3M | +3.8% | +21.4% | -17.6% | +9.3% |
| 6M | +55.0% | +14.7% | +40.3% | +62.0% |
| YTD | +105.3% | +38.4% | +66.8% | +117.8% |
| 1Y | +91.4% | +34.0% | +57.4% | +102.7% |
| All | +91.4% | +33.7% | +57.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling