+197.8%
USO vs DOCS
-21.0%
+218.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.1% |
| 7D | -12.1% | -0.8% | -11.3% | -12.1% |
| 30D | +3.1% | +17.4% | -14.3% | +3.1% |
| 3M | +24.9% | +57.4% | -32.5% | +24.7% |
| 6M | +10.8% | +26.5% | -15.8% | +10.8% |
| YTD | +114.6% | -26.6% | +141.2% | +116.3% |
| 1Y | +109.4% | -48.1% | +157.4% | +112.3% |
| 3Y | +98.1% | +52.6% | +45.5% | +96.5% |
| 5Y | +162.4% | -52.1% | +214.5% | +161.3% |
| All | +197.8% | -21.0% | +218.8% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling