+86.4%
USO vs VG
-51.4%
+137.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -12.1% | -22.0% | +9.9% | -6.3% |
| 30D | +3.1% | -11.6% | +14.8% | +6.3% |
| 3M | +24.9% | -14.9% | +39.7% | +29.7% |
| 6M | +10.8% | -3.5% | +14.3% | +11.7% |
| YTD | +114.6% | +70.0% | +44.6% | +98.5% |
| 1Y | +109.4% | +50.0% | +59.4% | +95.9% |
| All | +86.4% | -51.4% | +137.8% | +93.6% |
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