+102.1%
USO vs DT
+8.0%
+94.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.6% |
| 7D | +11.5% | -2.5% | +14.0% | +11.5% |
| 30D | +24.1% | +3.5% | +20.6% | +24.0% |
| 3M | +17.9% | +26.7% | -8.8% | +17.0% |
| 6M | +49.6% | +36.1% | +13.5% | +47.5% |
| YTD | +129.0% | +18.6% | +110.4% | +126.8% |
| 1Y | +112.0% | +7.9% | +104.1% | +111.0% |
| All | +102.1% | +8.0% | +94.1% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling