+91.4%
USO vs DLR
+58.6%
+32.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +6.2% | +2.9% | +3.4% | +6.5% |
| 30D | +19.1% | -1.2% | +20.3% | +19.0% |
| 3M | +14.2% | +2.9% | +11.3% | +14.6% |
| 6M | +43.7% | +6.7% | +37.1% | +43.8% |
| YTD | +116.8% | +23.9% | +93.0% | +114.1% |
| 1Y | +104.3% | +18.6% | +85.7% | +102.6% |
| All | +91.4% | +58.6% | +32.7% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling