+82.0%
USO vs DTE
+137.8%
-55.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | +9.1% | -2.6% | +11.7% | +9.9% |
| 30D | +21.7% | -4.4% | +26.1% | +23.3% |
| 3M | +20.2% | -8.3% | +28.6% | +23.2% |
| 6M | +43.4% | -8.1% | +51.4% | +46.3% |
| YTD | +124.0% | +4.4% | +119.6% | +119.2% |
| 1Y | +112.2% | +0.2% | +112.0% | +110.2% |
| 3Y | +97.7% | +42.6% | +55.0% | +69.5% |
| 5Y | +217.4% | +31.5% | +186.0% | +176.8% |
| All | +82.0% | +137.8% | -55.8% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling