+207.3%
USO vs DT
-29.0%
+236.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | +6.2% | -0.5% | +6.8% | +6.3% |
| 30D | +19.1% | +0.1% | +19.0% | +19.0% |
| 3M | +14.2% | +24.1% | -9.9% | +12.4% |
| 6M | +43.7% | +30.1% | +13.6% | +40.6% |
| YTD | +116.8% | +16.8% | +100.1% | +113.5% |
| 1Y | +104.3% | -0.1% | +104.4% | +103.4% |
| 3Y | +91.5% | +6.8% | +84.7% | +87.5% |
| All | +207.3% | -29.0% | +236.3% | +218.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling