+94.1%
USO vs DOC
+43.5%
+50.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -7.6% |
| 7D | -12.7% | +8.7% | -21.4% | -11.6% |
| 30D | +1.0% | +7.6% | -6.7% | +2.2% |
| 3M | +25.6% | -5.3% | +30.9% | +24.9% |
| 6M | -1.5% | +27.6% | -29.1% | +1.4% |
| YTD | +110.3% | +32.4% | +77.8% | +115.1% |
| 1Y | +102.2% | +22.9% | +79.3% | +107.6% |
| All | +94.1% | +43.5% | +50.6% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling