+213.1%
USO vs DVA
+46.8%
+166.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.1% | -1.3% | +10.4% | +9.1% |
| 30D | +21.7% | 0.0% | +21.7% | +21.7% |
| 3M | +20.2% | -10.9% | +31.2% | +20.5% |
| 6M | +43.4% | +17.3% | +26.1% | +42.9% |
| YTD | +124.0% | +59.8% | +64.2% | +119.3% |
| 1Y | +112.2% | +36.3% | +75.9% | +109.4% |
| 3Y | +97.7% | +88.6% | +9.0% | +88.1% |
| All | +213.1% | +46.8% | +166.2% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling