-73.9%
USO vs VFC
+74.2%
-148.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.4% |
| 7D | +9.5% | -1.6% | +11.1% | +9.7% |
| 30D | +23.6% | -11.6% | +35.2% | +25.6% |
| 3M | +3.8% | -18.1% | +21.9% | +5.6% |
| 6M | +55.0% | -27.4% | +82.4% | +58.8% |
| YTD | +105.3% | -24.8% | +130.1% | +108.4% |
| 1Y | +91.4% | -8.2% | +99.6% | +86.0% |
| 3Y | +84.6% | -29.1% | +113.7% | +72.0% |
| 5Y | +191.7% | -79.2% | +270.9% | +258.7% |
| 10Y | +73.3% | -68.1% | +141.4% | +77.3% |
| All | -73.9% | +74.2% | -148.1% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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