+82.6%
USO vs DOC
+15.7%
+66.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -12.1% | +6.5% | -18.6% | -12.8% |
| 30D | +3.1% | +9.2% | -6.0% | +2.0% |
| 3M | +24.9% | -2.5% | +27.3% | +25.0% |
| 6M | +10.8% | +7.1% | +3.7% | +9.4% |
| YTD | +114.6% | +33.0% | +81.6% | +103.8% |
| 1Y | +109.4% | +23.3% | +86.1% | +101.4% |
| 3Y | +98.1% | +44.9% | +53.2% | +82.3% |
| 5Y | +162.4% | -21.6% | +184.1% | +170.8% |
| All | +82.6% | +15.7% | +66.9% | +87.2% |
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