-72.4%
USO vs DGX
+552.6%
-625.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +6.2% | -2.2% | +8.5% | +6.6% |
| 30D | +19.1% | -0.9% | +20.0% | +19.2% |
| 3M | +14.2% | +15.6% | -1.4% | +11.2% |
| 6M | +43.7% | +17.8% | +26.0% | +39.3% |
| YTD | +116.8% | +37.5% | +79.4% | +103.7% |
| 1Y | +104.3% | +31.2% | +73.2% | +93.3% |
| 3Y | +91.5% | +96.6% | -5.1% | +65.3% |
| 5Y | +214.1% | +64.9% | +149.2% | +178.0% |
| 10Y | +77.0% | +254.6% | -177.6% | +24.4% |
| All | -72.4% | +552.6% | -625.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling