+183.8%
USO vs DOCS
-21.3%
+205.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.9% |
| 7D | -10.6% | -0.6% | -10.0% | -10.6% |
| 30D | -4.6% | +6.3% | -10.8% | -4.6% |
| 3M | +12.3% | +26.5% | -14.2% | +12.3% |
| 6M | +5.9% | +24.8% | -18.9% | +5.9% |
| YTD | +104.5% | -26.8% | +131.3% | +106.1% |
| 1Y | +97.3% | -38.3% | +135.6% | +99.5% |
| 3Y | +97.0% | +36.0% | +61.0% | +95.8% |
| 5Y | +151.2% | -55.0% | +206.1% | +150.1% |
| All | +183.8% | -21.3% | +205.1% | +181.9% |
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