+82.0%
USO vs DUK
+129.4%
-47.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +9.1% | -0.7% | +9.8% | +9.2% |
| 30D | +21.7% | -2.4% | +24.1% | +22.1% |
| 3M | +20.2% | -3.0% | +23.2% | +20.7% |
| 6M | +43.4% | -6.6% | +49.9% | +44.6% |
| YTD | +124.0% | +4.6% | +119.4% | +122.7% |
| 1Y | +112.2% | +1.2% | +111.0% | +111.7% |
| 3Y | +97.7% | +45.7% | +52.0% | +84.3% |
| 5Y | +217.4% | +40.3% | +177.1% | +196.6% |
| All | +82.0% | +129.4% | -47.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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