+103.1%
USO vs DXCM
-13.1%
+116.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -3.8% |
| 7D | -9.1% | -4.4% | -4.7% | -9.2% |
| 30D | -3.7% | -3.6% | -0.1% | -3.8% |
| 3M | +20.9% | -4.3% | +25.3% | +20.8% |
| 6M | +6.8% | +33.8% | -27.0% | +7.6% |
| YTD | +106.3% | +22.1% | +84.1% | +107.6% |
| 1Y | +100.2% | +47.4% | +52.8% | +100.5% |
| 3Y | +103.1% | -12.3% | +115.3% | +100.8% |
| All | +103.1% | -13.1% | +116.2% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling