-73.9%
USO vs DPZ
+2,620.0%
-2,694.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +9.5% | -2.5% | +12.0% | +9.8% |
| 30D | +23.6% | -7.0% | +30.5% | +24.5% |
| 3M | +3.8% | +11.6% | -7.8% | +2.1% |
| 6M | +55.0% | -15.2% | +70.2% | +57.3% |
| YTD | +105.3% | -17.2% | +122.5% | +108.7% |
| 1Y | +91.4% | -24.8% | +116.2% | +96.7% |
| 3Y | +84.6% | -8.7% | +93.2% | +83.3% |
| 5Y | +191.7% | -28.9% | +220.7% | +195.6% |
| 10Y | +73.3% | +153.6% | -80.3% | +43.8% |
| All | -73.9% | +2,620.0% | -2,694.0% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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