+242.5%
USO vs DOCN
+171.0%
+71.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.1% |
| 7D | +9.5% | +1.1% | +8.3% | +9.4% |
| 30D | +23.6% | -9.6% | +33.2% | +23.7% |
| 3M | +3.8% | -37.7% | +41.5% | +4.4% |
| 6M | +55.0% | +115.2% | -60.2% | +52.4% |
| YTD | +105.3% | +133.7% | -28.5% | +101.2% |
| 1Y | +91.4% | +250.2% | -158.8% | +85.8% |
| 3Y | +84.6% | +320.3% | -235.7% | +77.3% |
| 5Y | +191.7% | +53.1% | +138.6% | +184.7% |
| All | +242.5% | +171.0% | +71.5% | +239.6% |
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