+91.4%
USO vs DLTR
+29.2%
+62.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | 0.0% |
| 7D | +9.5% | +2.5% | +7.0% | +10.1% |
| 30D | +23.6% | +2.1% | +21.5% | +24.3% |
| 3M | +3.8% | +20.3% | -16.5% | +9.0% |
| 6M | +55.0% | +11.5% | +43.5% | +64.2% |
| YTD | +105.3% | +6.8% | +98.4% | +116.9% |
| 1Y | +91.4% | +31.1% | +60.3% | +98.9% |
| All | +91.4% | +29.2% | +62.1% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling