-72.4%
USO vs DUK
+498.3%
-570.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +6.2% | -0.1% | +6.4% | +6.3% |
| 30D | +19.1% | +0.2% | +18.9% | +19.0% |
| 3M | +14.2% | -1.9% | +16.1% | +14.6% |
| 6M | +43.7% | -6.5% | +50.3% | +45.7% |
| YTD | +116.8% | +5.4% | +111.4% | +114.2% |
| 1Y | +104.3% | +3.6% | +100.8% | +102.4% |
| 3Y | +91.5% | +48.1% | +43.4% | +72.3% |
| 5Y | +214.1% | +39.6% | +174.5% | +184.5% |
| 10Y | +77.0% | +131.8% | -54.8% | +37.6% |
| All | -72.4% | +498.3% | -570.8% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling