-73.3%
USO vs DOC
+149.9%
-223.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -8.6% |
| 7D | -12.7% | +8.7% | -21.4% | -14.1% |
| 30D | +1.0% | +7.6% | -6.7% | -0.5% |
| 3M | +25.6% | -5.3% | +30.9% | +26.5% |
| 6M | -1.5% | +27.6% | -29.1% | -7.2% |
| YTD | +110.3% | +32.4% | +77.8% | +95.6% |
| 1Y | +102.2% | +22.9% | +79.3% | +90.9% |
| 3Y | +94.3% | +43.1% | +51.2% | +74.9% |
| 5Y | +164.8% | -21.4% | +186.2% | +168.0% |
| 10Y | +82.1% | +16.8% | +65.3% | +63.0% |
| All | -73.3% | +149.9% | -223.2% | -80.4% |
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