+97.7%
USO vs DGX
+96.4%
+1.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.9% |
| 7D | +9.1% | -0.9% | +10.0% | +9.0% |
| 30D | +21.7% | -1.2% | +22.8% | +21.5% |
| 3M | +20.2% | +15.8% | +4.5% | +22.7% |
| 6M | +43.4% | +18.2% | +25.2% | +47.0% |
| YTD | +124.0% | +37.2% | +86.8% | +132.0% |
| 1Y | +112.2% | +30.4% | +81.8% | +119.1% |
| 3Y | +97.7% | +96.7% | +0.9% | +106.9% |
| All | +97.7% | +96.4% | +1.2% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling