+81.0%
USO vs DXCM
+412.4%
-331.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.7% | -9.2% | +6.5% | -2.3% |
| 30D | -6.3% | -6.5% | +0.2% | -6.1% |
| 3M | +10.9% | -10.3% | +21.1% | +11.3% |
| 6M | +2.0% | +35.4% | -33.4% | -0.1% |
| YTD | +104.6% | +21.1% | +83.5% | +101.1% |
| 1Y | +94.5% | +38.2% | +56.3% | +89.4% |
| 3Y | +97.1% | -14.6% | +111.6% | +94.1% |
| 5Y | +151.6% | -49.6% | +201.2% | +155.5% |
| 10Y | +81.0% | +393.1% | -312.1% | +59.3% |
| All | +81.0% | +412.4% | -331.4% | +59.3% |
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