+184.8%
USO vs DOCS
-36.0%
+220.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | -0.1% |
| 7D | +9.5% | -1.4% | +10.9% | +9.5% |
| 30D | +23.6% | +21.8% | +1.8% | +23.5% |
| 3M | +3.8% | +27.3% | -23.5% | +3.7% |
| 6M | +55.0% | -0.3% | +55.4% | +55.2% |
| YTD | +105.3% | -40.5% | +145.8% | +106.9% |
| 1Y | +91.4% | -61.5% | +152.9% | +94.4% |
| 3Y | +84.6% | +8.2% | +76.4% | +83.4% |
| 5Y | +191.7% | -73.4% | +265.2% | +192.4% |
| All | +184.8% | -36.0% | +220.8% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling