-73.2%
USO vs VMC
+300.5%
-373.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -5.2% | +15.5% | -20.7% | -8.4% |
| 3M | +16.4% | +0.6% | +15.9% | +15.7% |
| 6M | +2.5% | +2.1% | +0.4% | +0.6% |
| YTD | +110.5% | -1.6% | +112.1% | +106.1% |
| 1Y | +108.4% | -1.2% | +109.6% | +103.8% |
| 3Y | +99.6% | +35.3% | +64.3% | +77.2% |
| 5Y | +160.1% | +43.6% | +116.5% | +122.6% |
| 10Y | +86.3% | +126.7% | -40.5% | +33.9% |
| All | -73.2% | +300.5% | -373.7% | -85.3% |
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 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