-73.2%
USO vs DKS
+802.4%
-875.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.7% | +3.5% |
| 7D | +3.6% | -0.4% | +4.0% | +3.6% |
| 30D | +23.8% | -36.6% | +60.4% | +30.0% |
| 3M | +8.1% | -37.6% | +45.7% | +13.3% |
| 6M | +34.3% | -32.1% | +66.3% | +38.5% |
| YTD | +111.1% | -32.3% | +143.5% | +117.5% |
| 1Y | +99.9% | -39.5% | +139.4% | +108.6% |
| 3Y | +86.5% | +27.7% | +58.8% | +71.2% |
| 5Y | +200.5% | +15.0% | +185.5% | +169.4% |
| 10Y | +66.5% | +192.6% | -126.0% | +17.4% |
| All | -73.2% | +802.4% | -875.6% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling