-70.9%
USO vs DVN
+33.9%
-104.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +4.6% |
| 7D | +11.5% | +2.5% | +8.9% | +10.1% |
| 30D | +24.1% | +10.2% | +13.9% | +18.4% |
| 3M | +17.9% | +8.1% | +9.8% | +14.1% |
| 6M | +49.6% | +15.9% | +33.7% | +40.9% |
| YTD | +129.0% | +38.2% | +90.8% | +97.3% |
| 1Y | +112.0% | +44.5% | +67.5% | +78.3% |
| 3Y | +102.3% | +5.1% | +97.1% | +94.5% |
| 5Y | +224.5% | +124.3% | +100.2% | +103.2% |
| 10Y | +86.9% | +65.9% | +21.0% | +7.6% |
| All | -70.9% | +33.9% | -104.8% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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