-72.4%
USO vs VICR
+889.7%
-962.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +3.1% |
| 7D | +6.2% | +1.3% | +5.0% | +6.1% |
| 30D | +19.1% | -11.9% | +31.0% | +20.1% |
| 3M | +14.2% | -35.1% | +49.4% | +17.2% |
| 6M | +43.7% | +8.1% | +35.6% | +37.2% |
| YTD | +116.8% | +67.8% | +49.1% | +95.1% |
| 1Y | +104.3% | +267.3% | -163.0% | +67.0% |
| 3Y | +91.5% | +191.2% | -99.7% | +53.0% |
| 5Y | +214.1% | +48.1% | +166.0% | +155.5% |
| 10Y | +77.0% | +1,546.1% | -1,469.1% | -8.1% |
| All | -72.4% | +889.7% | -962.2% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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