+91.4%
USO vs VIG
+55.4%
+35.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.6% |
| 7D | +6.2% | -1.2% | +7.4% | +6.1% |
| 30D | +19.1% | -2.8% | +21.9% | +18.7% |
| 3M | +14.2% | +2.5% | +11.8% | +14.3% |
| 6M | +43.7% | +8.1% | +35.6% | +44.3% |
| YTD | +116.8% | +9.6% | +107.3% | +116.6% |
| 1Y | +104.3% | +14.2% | +90.2% | +101.6% |
| All | +91.4% | +55.4% | +35.9% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling