+91.4%
USO vs VIVK
-100.0%
+191.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.3% | +12.2% | +0.2% |
| 7D | +9.5% | -1.4% | +10.8% | +9.4% |
| 30D | +23.6% | -43.6% | +67.2% | +24.8% |
| 3M | +3.8% | -95.1% | +98.9% | +6.5% |
| 6M | +55.0% | -98.2% | +153.2% | +58.8% |
| YTD | +105.3% | -97.9% | +203.2% | +108.4% |
| 1Y | +91.4% | -100.0% | +191.3% | +95.7% |
| All | +91.4% | -100.0% | +191.3% | +95.7% |
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