+91.4%
USO vs DXCM
+11.0%
+80.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.4% |
| 7D | +9.5% | -3.2% | +12.7% | +8.9% |
| 30D | +23.6% | +6.3% | +17.2% | +24.9% |
| 3M | +3.8% | +21.1% | -17.3% | +7.8% |
| 6M | +55.0% | +20.6% | +34.5% | +65.7% |
| YTD | +105.3% | +32.4% | +72.8% | +118.2% |
| 1Y | +91.4% | +8.8% | +82.5% | +105.3% |
| All | +91.4% | +11.0% | +80.4% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling