+77.0%
USO vs DXCM
+253.0%
-176.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.7% |
| 7D | +6.2% | -6.5% | +12.7% | +6.6% |
| 30D | +19.1% | -4.3% | +23.4% | +19.4% |
| 3M | +14.2% | +7.3% | +6.9% | +13.6% |
| 6M | +43.7% | +22.0% | +21.7% | +41.7% |
| YTD | +116.8% | +26.4% | +90.5% | +113.0% |
| 1Y | +104.3% | +7.0% | +97.4% | +102.7% |
| 3Y | +91.5% | -19.6% | +111.1% | +89.7% |
| 5Y | +214.1% | -39.3% | +253.4% | +213.7% |
| 10Y | +77.0% | +260.9% | -183.9% | +49.4% |
| All | +77.0% | +253.0% | -176.0% | +49.4% |
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