+213.1%
USO vs DGX
+66.8%
+146.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.1% |
| 7D | +9.1% | -0.9% | +10.0% | +9.1% |
| 30D | +21.7% | -1.2% | +22.8% | +21.6% |
| 3M | +20.2% | +15.8% | +4.5% | +21.4% |
| 6M | +43.4% | +18.2% | +25.2% | +45.1% |
| YTD | +124.0% | +37.2% | +86.8% | +127.5% |
| 1Y | +112.2% | +30.4% | +81.8% | +115.3% |
| 3Y | +97.7% | +96.7% | +0.9% | +100.7% |
| All | +213.1% | +66.8% | +146.3% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling