+257.6%
USO vs DOCN
+70.4%
+187.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -15.9% | +17.8% | +2.1% |
| 7D | -11.9% | -29.3% | +17.4% | -11.6% |
| 30D | +2.3% | -46.0% | +48.3% | +2.9% |
| 3M | +29.0% | -43.2% | +72.2% | +29.6% |
| 6M | +2.8% | -53.7% | +56.5% | +3.5% |
| YTD | +114.3% | +46.9% | +67.4% | +110.8% |
| 1Y | +108.7% | +54.3% | +54.3% | +105.0% |
| 3Y | +98.0% | +185.5% | -87.5% | +90.7% |
| 5Y | +162.1% | -31.1% | +193.2% | +157.4% |
| All | +257.6% | +70.4% | +187.2% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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