-75.5%
USO vs VIG
+623.5%
-699.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +9.5% | -0.4% | +9.9% | +9.7% |
| 30D | +23.6% | -1.0% | +24.5% | +24.3% |
| 3M | +3.8% | +2.8% | +1.1% | +1.5% |
| 6M | +55.0% | +8.2% | +46.9% | +45.2% |
| YTD | +105.3% | +11.0% | +94.2% | +88.6% |
| 1Y | +91.4% | +16.1% | +75.2% | +70.2% |
| 3Y | +84.6% | +56.2% | +28.4% | +31.4% |
| 5Y | +191.7% | +63.0% | +128.8% | +98.0% |
| 10Y | +73.3% | +241.4% | -168.1% | -32.8% |
| All | -75.5% | +623.5% | -699.0% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling