+200.5%
USO vs DXCM
-38.1%
+238.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.7% | +2.9% |
| 7D | +3.6% | -6.2% | +9.8% | +3.6% |
| 30D | +23.8% | -0.3% | +24.0% | +23.8% |
| 3M | +8.1% | +10.3% | -2.3% | +8.0% |
| 6M | +34.3% | +24.1% | +10.1% | +34.2% |
| YTD | +111.1% | +27.4% | +83.8% | +110.8% |
| 1Y | +99.9% | +8.4% | +91.6% | +100.4% |
| 3Y | +86.5% | -19.0% | +105.5% | +86.3% |
| 5Y | +200.5% | -38.6% | +239.1% | +212.1% |
| All | +200.5% | -38.1% | +238.6% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling