-74.0%
USO vs VO
+543.6%
-617.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.7% |
| 7D | -2.7% | +0.2% | -2.9% | -3.0% |
| 30D | -6.3% | +2.0% | -8.3% | -7.7% |
| 3M | +10.9% | -0.3% | +11.1% | +10.4% |
| 6M | +2.0% | +7.3% | -5.3% | -3.3% |
| YTD | +104.6% | +15.0% | +89.6% | +83.5% |
| 1Y | +94.5% | +14.7% | +79.8% | +74.7% |
| 3Y | +97.1% | +67.3% | +29.8% | +36.5% |
| 5Y | +151.6% | +38.8% | +112.8% | +92.3% |
| 10Y | +81.0% | +201.6% | -120.6% | -18.7% |
| All | -74.0% | +543.6% | -617.6% | -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