+70.8%
USO vs DOC
-2.1%
+72.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +9.5% | -1.5% | +10.9% | +9.6% |
| 30D | +23.6% | -4.8% | +28.3% | +24.2% |
| 3M | +3.8% | +6.9% | -3.1% | +2.7% |
| 6M | +55.0% | +20.7% | +34.3% | +50.0% |
| YTD | +105.3% | +34.1% | +71.1% | +94.8% |
| 1Y | +91.4% | +22.6% | +68.7% | +84.2% |
| 3Y | +84.6% | +20.8% | +63.7% | +75.9% |
| 5Y | +191.7% | -24.9% | +216.6% | +204.2% |
| All | +70.8% | -2.1% | +72.9% | +89.0% |
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