+102.1%
USO vs DVA
+89.4%
+12.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.5% |
| 7D | +11.5% | -0.2% | +11.6% | +11.5% |
| 30D | +24.1% | +1.7% | +22.4% | +24.3% |
| 3M | +17.9% | -8.7% | +26.6% | +17.8% |
| 6M | +49.6% | +19.7% | +30.0% | +52.1% |
| YTD | +129.0% | +59.6% | +69.4% | +133.2% |
| 1Y | +112.0% | +37.1% | +74.9% | +115.3% |
| All | +102.1% | +89.4% | +12.7% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling