-72.4%
USO vs VIAV
+116.3%
-188.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | +6.2% | +13.6% | -7.3% | +4.1% |
| 30D | +19.1% | +5.3% | +13.8% | +17.6% |
| 3M | +14.2% | -15.6% | +29.8% | +15.4% |
| 6M | +43.7% | +34.0% | +9.8% | +31.4% |
| YTD | +116.8% | +119.9% | -3.0% | +78.5% |
| 1Y | +104.3% | +235.2% | -130.8% | +54.3% |
| 3Y | +91.5% | +299.8% | -208.3% | +35.9% |
| 5Y | +214.1% | +140.1% | +74.0% | +140.5% |
| 10Y | +77.0% | +420.3% | -343.3% | +12.6% |
| All | -72.4% | +116.3% | -188.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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