+104.0%
USO vs VIK
+225.1%
-121.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.0% |
| 7D | +9.1% | -0.9% | +10.0% | +9.0% |
| 30D | +21.7% | -18.4% | +40.1% | +17.3% |
| 3M | +20.2% | -8.8% | +29.0% | +18.5% |
| 6M | +43.4% | +17.1% | +26.2% | +47.2% |
| YTD | +124.0% | +19.0% | +104.9% | +129.1% |
| 1Y | +112.2% | +30.1% | +82.0% | +115.5% |
| All | +104.0% | +225.1% | -121.1% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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