+82.0%
USO vs VMC
+156.6%
-74.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +9.1% | -3.8% | +12.9% | +9.7% |
| 30D | +21.7% | -9.7% | +31.4% | +23.4% |
| 3M | +20.2% | -9.6% | +29.9% | +21.3% |
| 6M | +43.4% | -4.8% | +48.2% | +42.5% |
| YTD | +124.0% | -10.9% | +134.9% | +124.3% |
| 1Y | +112.2% | -15.6% | +127.8% | +114.6% |
| 3Y | +97.7% | +19.3% | +78.3% | +81.4% |
| 5Y | +217.4% | +48.0% | +169.4% | +170.3% |
| All | +82.0% | +156.6% | -74.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling