+91.4%
USO vs DKS
+27.5%
+63.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +6.2% | -2.9% | +9.1% | +6.3% |
| 30D | +19.1% | -37.7% | +56.8% | +19.7% |
| 3M | +14.2% | -38.9% | +53.1% | +14.8% |
| 6M | +43.7% | -31.1% | +74.8% | +43.1% |
| YTD | +116.8% | -31.8% | +148.7% | +115.7% |
| 1Y | +104.3% | -38.0% | +142.4% | +104.7% |
| All | +91.4% | +27.5% | +63.8% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling