+112.2%
USO vs DLTR
+19.1%
+93.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.3% |
| 7D | +9.1% | -10.1% | +19.2% | +6.3% |
| 30D | +21.7% | -8.1% | +29.8% | +19.3% |
| 3M | +20.2% | +2.9% | +17.4% | +21.5% |
| 6M | +43.4% | +4.3% | +39.0% | +48.4% |
| YTD | +124.0% | -3.9% | +127.9% | +130.8% |
| 1Y | +112.2% | +18.9% | +93.3% | +113.1% |
| All | +112.2% | +19.1% | +93.1% | +113.1% |
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