-73.9%
USO vs DOC
+153.2%
-227.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +9.5% | -1.5% | +10.9% | +9.8% |
| 30D | +23.6% | -4.8% | +28.3% | +24.6% |
| 3M | +3.8% | +6.9% | -3.1% | +2.2% |
| 6M | +55.0% | +20.7% | +34.3% | +47.5% |
| YTD | +105.3% | +34.1% | +71.1% | +90.9% |
| 1Y | +91.4% | +22.6% | +68.7% | +81.0% |
| 3Y | +84.6% | +20.8% | +63.7% | +72.3% |
| 5Y | +191.7% | -24.9% | +216.6% | +198.9% |
| 10Y | +73.3% | -1.8% | +75.1% | +61.5% |
| All | -73.9% | +153.2% | -227.1% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling