-73.2%
USO vs DRI
+1,060.5%
-1,133.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -4.6% | +10.8% | -15.4% | -6.2% |
| 3M | +14.7% | +0.9% | +13.8% | +14.3% |
| 6M | +1.2% | +16.3% | -15.1% | -1.7% |
| YTD | +111.2% | +27.8% | +83.4% | +101.0% |
| 1Y | +109.3% | +33.9% | +75.4% | +97.5% |
| 3Y | +103.5% | +67.2% | +36.3% | +82.9% |
| 5Y | +160.9% | +79.0% | +81.9% | +128.8% |
| 10Y | +86.9% | +332.2% | -245.3% | +32.4% |
| All | -73.2% | +1,060.5% | -1,133.7% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling