+91.4%
USO vs DRI
+54.1%
+37.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.6% |
| 7D | +6.2% | -4.8% | +11.1% | +5.9% |
| 30D | +19.1% | -3.9% | +23.0% | +18.8% |
| 3M | +14.2% | +5.1% | +9.1% | +14.8% |
| 6M | +43.7% | +5.5% | +38.2% | +44.7% |
| YTD | +116.8% | +16.5% | +100.4% | +116.9% |
| 1Y | +104.3% | +2.0% | +102.4% | +106.2% |
| All | +91.4% | +54.1% | +37.2% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling