+108.6%
USO vs VIK
+221.3%
-112.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.9% | +5.4% |
| 7D | +11.5% | -1.8% | +13.3% | +11.1% |
| 30D | +24.1% | -17.3% | +41.4% | +20.0% |
| 3M | +17.9% | -5.1% | +23.0% | +17.0% |
| 6M | +49.6% | +16.2% | +33.4% | +53.3% |
| YTD | +129.0% | +17.6% | +111.4% | +133.7% |
| 1Y | +112.0% | +33.5% | +78.5% | +114.0% |
| All | +108.6% | +221.3% | -112.7% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling