+82.3%
USO vs DOC
+14.9%
+67.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -11.9% | +6.2% | -18.1% | -12.5% |
| 30D | +2.3% | +6.5% | -4.2% | +1.5% |
| 3M | +29.0% | -6.2% | +35.2% | +29.8% |
| 6M | +2.8% | +25.6% | -22.8% | -1.0% |
| YTD | +114.3% | +32.1% | +82.2% | +103.7% |
| 1Y | +108.7% | +20.3% | +88.4% | +101.5% |
| 3Y | +98.0% | +42.7% | +55.3% | +82.6% |
| 5Y | +162.1% | -22.2% | +184.2% | +170.7% |
| All | +82.3% | +14.9% | +67.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling