-73.9%
USO vs VMC
+276.8%
-350.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +9.5% | -4.3% | +13.8% | +10.4% |
| 30D | +23.6% | -8.2% | +31.8% | +25.7% |
| 3M | +3.8% | -7.0% | +10.9% | +4.6% |
| 6M | +55.0% | -10.8% | +65.8% | +56.4% |
| YTD | +105.3% | -7.4% | +112.7% | +104.6% |
| 1Y | +91.4% | -9.5% | +100.9% | +91.3% |
| 3Y | +84.6% | +20.5% | +64.1% | +68.5% |
| 5Y | +191.7% | +51.6% | +140.2% | +145.9% |
| 10Y | +73.3% | +150.0% | -76.8% | +21.3% |
| All | -73.9% | +276.8% | -350.7% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling