+82.0%
USO vs VIG
+250.0%
-168.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.6% |
| 7D | +9.1% | -1.1% | +10.2% | +9.7% |
| 30D | +21.7% | -2.7% | +24.4% | +23.3% |
| 3M | +20.2% | +2.5% | +17.7% | +18.2% |
| 6M | +43.4% | +9.2% | +34.1% | +35.3% |
| YTD | +124.0% | +9.8% | +114.1% | +110.2% |
| 1Y | +112.2% | +12.4% | +99.8% | +96.3% |
| 3Y | +97.7% | +55.9% | +41.8% | +47.5% |
| 5Y | +217.4% | +63.9% | +153.5% | +126.1% |
| All | +82.0% | +250.0% | -168.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling