+84.4%
USO vs DXCM
+402.7%
-318.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | -1.9% | +4.9% | -6.8% | -2.1% |
| 30D | -5.2% | -0.2% | -5.0% | -5.3% |
| 3M | +16.4% | -8.9% | +25.3% | +16.9% |
| 6M | +2.5% | +42.3% | -39.8% | +0.1% |
| YTD | +110.5% | +25.6% | +84.9% | +106.6% |
| 1Y | +108.4% | +39.5% | +68.9% | +103.0% |
| 3Y | +99.6% | -15.3% | +114.9% | +97.0% |
| 5Y | +160.1% | -48.4% | +208.5% | +164.0% |
| All | +84.4% | +402.7% | -318.4% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling