+224.5%
USO vs DKS
+12.8%
+211.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.6% |
| 7D | +11.5% | -4.7% | +16.2% | +11.5% |
| 30D | +24.1% | -35.1% | +59.2% | +24.2% |
| 3M | +17.9% | -37.7% | +55.6% | +18.0% |
| 6M | +49.6% | -30.7% | +80.4% | +49.2% |
| YTD | +129.0% | -31.9% | +160.9% | +128.3% |
| 1Y | +112.0% | -40.0% | +152.0% | +112.2% |
| 3Y | +102.3% | +28.4% | +73.9% | +101.4% |
| 5Y | +224.5% | +12.4% | +212.1% | +234.3% |
| All | +224.5% | +12.8% | +211.7% | +234.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling