+195.5%
USO vs DOC
-24.5%
+220.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +9.5% | -1.5% | +10.9% | +9.4% |
| 30D | +23.6% | -4.8% | +28.3% | +23.5% |
| 3M | +3.8% | +6.9% | -3.1% | +3.7% |
| 6M | +55.0% | +20.7% | +34.3% | +54.9% |
| YTD | +105.3% | +34.1% | +71.1% | +102.6% |
| 1Y | +91.4% | +22.6% | +68.7% | +90.7% |
| 3Y | +84.6% | +20.8% | +63.7% | +83.8% |
| All | +195.5% | -24.5% | +220.0% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling