-72.4%
USO vs DTE
+766.0%
-838.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +19.1% | -0.5% | +19.6% | +19.3% |
| 3M | +14.2% | -6.0% | +20.3% | +16.3% |
| 6M | +43.7% | -7.2% | +51.0% | +46.5% |
| YTD | +116.8% | +7.2% | +109.7% | +110.5% |
| 1Y | +104.3% | +4.1% | +100.3% | +100.0% |
| 3Y | +91.5% | +46.9% | +44.7% | +62.9% |
| 5Y | +214.1% | +32.9% | +181.2% | +173.5% |
| 10Y | +77.0% | +144.5% | -67.5% | +20.1% |
| All | -72.4% | +766.0% | -838.5% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling