-73.2%
USO vs VLO
+1,096.4%
-1,169.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -1.9% | +9.6% | -11.5% | -5.1% |
| 30D | -5.2% | -17.4% | +12.2% | +0.9% |
| 3M | +16.4% | +10.8% | +5.7% | +11.8% |
| 6M | +2.5% | +56.9% | -54.5% | -12.8% |
| YTD | +110.5% | +136.8% | -26.3% | +56.2% |
| 1Y | +108.4% | +120.7% | -12.2% | +58.2% |
| 3Y | +99.6% | +231.9% | -132.3% | +29.4% |
| 5Y | +160.1% | +479.0% | -319.0% | +38.3% |
| 10Y | +86.3% | +792.2% | -705.9% | -21.6% |
| All | -73.2% | +1,096.4% | -1,169.7% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling