+102.2%
USO vs VIVK
-100.0%
+202.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -27.5% | +19.4% | -7.4% |
| 7D | -12.7% | -68.7% | +56.0% | -10.9% |
| 30D | +1.0% | -90.0% | +91.0% | +4.8% |
| 3M | +25.6% | -98.1% | +123.6% | +34.4% |
| 6M | -1.5% | -99.9% | +98.4% | +7.4% |
| YTD | +110.3% | -99.9% | +210.2% | +125.2% |
| 1Y | +102.2% | -100.0% | +202.2% | +122.2% |
| All | +102.2% | -100.0% | +202.2% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling