+91.4%
USO vs VLO
+195.4%
-104.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.0% |
| 7D | +6.2% | +6.2% | 0.0% | +3.3% |
| 30D | +19.1% | +23.5% | -4.4% | +7.9% |
| 3M | +14.2% | +53.9% | -39.6% | -6.7% |
| 6M | +43.7% | +81.7% | -37.9% | +10.5% |
| YTD | +116.8% | +142.5% | -25.6% | +49.2% |
| 1Y | +104.3% | +145.4% | -41.1% | +39.8% |
| All | +91.4% | +195.4% | -104.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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