+56.9%
USO vs DT
+103.5%
-46.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +9.5% | -3.3% | +12.8% | +9.8% |
| 30D | +23.6% | +2.0% | +21.5% | +23.2% |
| 3M | +3.8% | +20.0% | -16.2% | +1.4% |
| 6M | +55.0% | +39.3% | +15.8% | +48.3% |
| YTD | +105.3% | +19.8% | +85.5% | +99.3% |
| 1Y | +91.4% | +4.3% | +87.1% | +88.7% |
| 3Y | +84.6% | +7.7% | +76.9% | +78.7% |
| 5Y | +191.7% | -26.8% | +218.6% | +191.8% |
| All | +56.9% | +103.5% | -46.6% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling