+82.0%
USO vs DVA
+187.8%
-105.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.2% |
| 30D | +21.7% | 0.0% | +21.7% | +21.6% |
| 3M | +20.2% | -10.9% | +31.2% | +21.1% |
| 6M | +43.4% | +17.3% | +26.1% | +40.4% |
| YTD | +124.0% | +59.8% | +64.2% | +111.3% |
| 1Y | +112.2% | +36.3% | +75.9% | +103.6% |
| 3Y | +97.7% | +88.6% | +9.0% | +78.2% |
| 5Y | +217.4% | +47.5% | +169.9% | +190.7% |
| All | +82.0% | +187.8% | -105.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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