-73.2%
USO vs DLR
+1,283.1%
-1,356.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -1.9% | +3.3% | -5.2% | -2.4% |
| 30D | -5.2% | +4.6% | -9.8% | -5.9% |
| 3M | +16.4% | -8.3% | +24.7% | +17.6% |
| 6M | +2.5% | -5.6% | +8.1% | +2.6% |
| YTD | +110.5% | +18.7% | +91.8% | +102.2% |
| 1Y | +108.4% | +17.1% | +91.3% | +100.7% |
| 3Y | +99.6% | +54.4% | +45.3% | +81.5% |
| 5Y | +160.1% | +36.5% | +123.6% | +137.3% |
| 10Y | +86.3% | +187.7% | -101.4% | +41.8% |
| All | -73.2% | +1,283.1% | -1,356.4% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling