+54.9%
USO vs DOW
-17.0%
+71.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.4% |
| 7D | +9.1% | -1.4% | +10.5% | +9.7% |
| 30D | +21.7% | -3.9% | +25.6% | +23.6% |
| 3M | +20.2% | -12.7% | +32.9% | +27.0% |
| 6M | +43.4% | -13.7% | +57.0% | +53.4% |
| YTD | +124.0% | +28.4% | +95.6% | +105.9% |
| 1Y | +112.2% | +21.8% | +90.4% | +96.9% |
| 3Y | +97.7% | -35.7% | +133.4% | +127.6% |
| 5Y | +217.4% | -36.8% | +254.2% | +262.2% |
| All | +54.9% | -17.0% | +71.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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