-72.4%
USO vs DLTR
+1,180.4%
-1,252.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +2.9% |
| 7D | +6.2% | -10.2% | +16.5% | +6.9% |
| 30D | +19.1% | -8.5% | +27.6% | +19.6% |
| 3M | +14.2% | +5.6% | +8.7% | +13.6% |
| 6M | +43.7% | +2.2% | +41.6% | +42.9% |
| YTD | +116.8% | -3.8% | +120.6% | +116.2% |
| 1Y | +104.3% | +22.9% | +81.4% | +99.5% |
| 3Y | +91.5% | +2.0% | +89.5% | +86.9% |
| 5Y | +214.1% | +29.8% | +184.3% | +198.4% |
| 10Y | +77.0% | +45.0% | +32.0% | +65.4% |
| All | -72.4% | +1,180.4% | -1,252.8% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling