+97.7%
USO vs VIVK
-100.0%
+197.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.2% | -2.1% |
| 7D | +9.1% | -4.4% | +13.5% | +9.2% |
| 30D | +21.7% | -40.8% | +62.5% | +22.8% |
| 3M | +20.2% | -94.1% | +114.4% | +24.0% |
| 6M | +43.4% | -98.2% | +141.6% | +48.2% |
| YTD | +124.0% | -98.0% | +222.0% | +128.9% |
| 1Y | +112.2% | -100.0% | +212.2% | +127.5% |
| 3Y | +97.7% | -100.0% | +197.6% | +121.3% |
| All | +97.7% | -100.0% | +197.6% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling