+213.1%
USO vs DLTR
+30.4%
+182.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +9.1% | -10.1% | +19.2% | +9.2% |
| 30D | +21.7% | -8.1% | +29.8% | +21.8% |
| 3M | +20.2% | +2.9% | +17.4% | +20.0% |
| 6M | +43.4% | +4.3% | +39.0% | +43.2% |
| YTD | +124.0% | -3.9% | +127.9% | +124.7% |
| 1Y | +112.2% | +18.9% | +93.3% | +108.8% |
| 3Y | +97.7% | +1.9% | +95.7% | +92.9% |
| All | +213.1% | +30.4% | +182.7% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling