-70.9%
USO vs VNQ
+236.4%
-307.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.5% | +5.8% |
| 7D | +11.5% | -2.6% | +14.1% | +12.3% |
| 30D | +24.1% | -2.3% | +26.5% | +24.8% |
| 3M | +17.9% | -2.8% | +20.7% | +18.6% |
| 6M | +49.6% | +2.5% | +47.1% | +47.5% |
| YTD | +129.0% | +8.4% | +120.6% | +122.0% |
| 1Y | +112.0% | +6.8% | +105.2% | +106.3% |
| 3Y | +102.3% | +29.9% | +72.3% | +83.4% |
| 5Y | +224.5% | +7.2% | +217.3% | +208.8% |
| 10Y | +86.9% | +62.5% | +24.4% | +56.1% |
| All | -70.9% | +236.4% | -307.3% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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