+86.1%
USO vs DLR
+172.7%
-86.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +5.7% |
| 7D | +11.5% | -1.3% | +12.8% | +11.5% |
| 30D | +24.1% | -2.9% | +27.0% | +24.2% |
| 3M | +17.9% | +3.2% | +14.7% | +17.5% |
| 6M | +49.6% | +3.9% | +45.7% | +48.7% |
| YTD | +129.0% | +21.4% | +107.6% | +124.2% |
| 1Y | +112.0% | +9.7% | +102.3% | +109.4% |
| 3Y | +102.3% | +56.5% | +45.7% | +92.8% |
| 5Y | +224.5% | +41.5% | +183.0% | +211.2% |
| All | +86.1% | +172.7% | -86.7% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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