-73.2%
USO vs DVA
+543.3%
-616.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.2% |
| 7D | +3.6% | +2.2% | +1.3% | +3.2% |
| 30D | +23.8% | -2.0% | +25.8% | +24.0% |
| 3M | +8.1% | -6.3% | +14.3% | +8.5% |
| 6M | +34.3% | +19.4% | +14.8% | +28.9% |
| YTD | +111.1% | +58.5% | +52.7% | +92.2% |
| 1Y | +99.9% | +33.9% | +66.1% | +86.9% |
| 3Y | +86.5% | +88.4% | -1.9% | +59.0% |
| 5Y | +200.5% | +39.5% | +161.0% | +164.8% |
| 10Y | +66.5% | +179.5% | -112.9% | +19.0% |
| All | -73.2% | +543.3% | -616.5% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling