+92.3%
USO vs VIK
+236.8%
-144.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.2% | +3.4% |
| 7D | +3.6% | +3.6% | 0.0% | +4.3% |
| 30D | +23.8% | -16.7% | +40.5% | +19.8% |
| 3M | +8.1% | -1.1% | +9.1% | +8.0% |
| 6M | +34.3% | +27.8% | +6.4% | +38.7% |
| YTD | +111.1% | +23.3% | +87.8% | +117.4% |
| 1Y | +99.9% | +38.2% | +61.7% | +103.8% |
| All | +92.3% | +236.8% | -144.5% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling