+78.3%
USO vs VG
-39.3%
+117.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.5% | +1.7% | +7.8% | +9.0% |
| 30D | +23.6% | +16.0% | +7.6% | +18.9% |
| 3M | +3.8% | +9.7% | -5.9% | +1.2% |
| 6M | +55.0% | +29.6% | +25.5% | +46.5% |
| YTD | +105.3% | +112.0% | -6.8% | +79.8% |
| 1Y | +91.4% | +12.8% | +78.6% | +81.6% |
| All | +78.3% | -39.3% | +117.7% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling