+112.2%
USO vs DT
+6.2%
+106.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.0% |
| 30D | +21.7% | +3.0% | +18.6% | +21.8% |
| 3M | +20.2% | +26.5% | -6.3% | +20.1% |
| 6M | +43.4% | +35.9% | +7.4% | +42.2% |
| YTD | +124.0% | +17.8% | +106.1% | +120.5% |
| 1Y | +112.2% | +4.1% | +108.1% | +110.3% |
| All | +112.2% | +6.2% | +106.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling