-73.9%
USO vs VO
+539.2%
-613.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +9.5% | -0.3% | +9.7% | +9.6% |
| 30D | +23.6% | -0.3% | +23.9% | +23.7% |
| 3M | +3.8% | +2.9% | +0.9% | +1.5% |
| 6M | +55.0% | +9.3% | +45.7% | +44.5% |
| YTD | +105.3% | +14.2% | +91.1% | +85.8% |
| 1Y | +91.4% | +15.3% | +76.1% | +72.0% |
| 3Y | +84.6% | +56.2% | +28.3% | +33.9% |
| 5Y | +191.7% | +42.4% | +149.3% | +119.8% |
| 10Y | +73.3% | +194.7% | -121.5% | -20.6% |
| All | -73.9% | +539.2% | -613.1% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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