-73.8%
USO vs DXCM
+1,545.3%
-1,619.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.0% |
| 7D | -9.1% | -4.4% | -4.7% | -8.8% |
| 30D | -3.7% | -3.6% | -0.1% | -3.6% |
| 3M | +20.9% | -4.3% | +25.3% | +21.1% |
| 6M | +6.8% | +33.8% | -27.0% | +3.7% |
| YTD | +106.3% | +22.1% | +84.1% | +101.0% |
| 1Y | +100.2% | +47.4% | +52.8% | +91.7% |
| 3Y | +103.1% | -12.3% | +115.3% | +98.2% |
| 5Y | +146.1% | -49.1% | +195.2% | +147.7% |
| 10Y | +73.5% | +423.1% | -349.6% | +33.1% |
| All | -73.8% | +1,545.3% | -1,619.0% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling