-46.9%
USO vs VIVK
-100.0%
+53.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.3% | +9.0% | +2.7% |
| 7D | +6.2% | -7.9% | +14.1% | +6.2% |
| 30D | +19.1% | -42.0% | +61.1% | +19.1% |
| 3M | +14.2% | -92.5% | +106.7% | +14.1% |
| 6M | +43.7% | -98.0% | +141.8% | +43.6% |
| YTD | +116.8% | -97.9% | +214.7% | +116.7% |
| 1Y | +104.3% | -100.0% | +204.3% | +103.9% |
| 3Y | +91.5% | -100.0% | +191.5% | +91.2% |
| 5Y | +214.1% | -100.0% | +314.1% | +213.4% |
| 10Y | +77.0% | -100.0% | +177.0% | +78.9% |
| All | -46.9% | -100.0% | +53.1% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling