+214.1%
USO vs DRI
+68.4%
+145.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | +6.2% | -4.8% | +11.1% | +6.3% |
| 30D | +19.1% | -3.9% | +23.0% | +19.1% |
| 3M | +14.2% | +5.1% | +9.1% | +14.2% |
| 6M | +43.7% | +5.5% | +38.2% | +43.7% |
| YTD | +116.8% | +16.5% | +100.4% | +115.0% |
| 1Y | +104.3% | +2.0% | +102.4% | +104.6% |
| 3Y | +91.5% | +54.5% | +37.0% | +86.7% |
| 5Y | +214.1% | +66.6% | +147.5% | +212.9% |
| All | +214.1% | +68.4% | +145.7% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling