+77.7%
USO vs VG
-46.6%
+124.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.4% |
| 7D | -2.7% | +5.5% | -8.2% | -4.2% |
| 30D | -6.3% | -3.6% | -2.8% | -5.7% |
| 3M | +10.9% | -4.0% | +14.8% | +11.7% |
| 6M | +2.0% | +9.4% | -7.4% | -0.4% |
| YTD | +104.6% | +86.6% | +17.9% | +84.6% |
| 1Y | +94.5% | +69.5% | +25.0% | +77.2% |
| All | +77.7% | -46.6% | +124.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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