+82.0%
USO vs DKS
+203.5%
-121.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +9.1% | -3.0% | +12.1% | +9.3% |
| 30D | +21.7% | -33.4% | +55.1% | +25.0% |
| 3M | +20.2% | -39.4% | +59.6% | +24.2% |
| 6M | +43.4% | -30.1% | +73.5% | +45.7% |
| YTD | +124.0% | -31.0% | +154.9% | +127.6% |
| 1Y | +112.2% | -40.2% | +152.4% | +118.3% |
| 3Y | +97.7% | +30.9% | +66.7% | +85.2% |
| 5Y | +217.4% | +14.0% | +203.4% | +194.7% |
| All | +82.0% | +203.5% | -121.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling