-49.2%
USO vs VEEV
+586.3%
-635.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | +6.2% | -7.1% | +13.3% | +6.7% |
| 30D | +19.1% | +11.1% | +8.0% | +18.2% |
| 3M | +14.2% | +55.5% | -41.3% | +10.6% |
| 6M | +43.7% | +33.4% | +10.4% | +40.5% |
| YTD | +116.8% | +16.8% | +100.0% | +113.7% |
| 1Y | +104.3% | -7.7% | +112.1% | +105.0% |
| 3Y | +91.5% | +18.4% | +73.2% | +86.2% |
| 5Y | +214.1% | -14.8% | +228.9% | +210.6% |
| 10Y | +77.0% | +546.5% | -469.5% | +43.4% |
| All | -49.2% | +586.3% | -635.5% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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