+82.0%
USO vs VRSK
+126.1%
-44.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -5.2% | +14.3% | +10.1% |
| 30D | +21.7% | -2.3% | +24.0% | +22.0% |
| 3M | +20.2% | -2.9% | +23.2% | +20.0% |
| 6M | +43.4% | -12.8% | +56.2% | +45.9% |
| YTD | +124.0% | -20.8% | +144.8% | +131.7% |
| 1Y | +112.2% | -33.2% | +145.4% | +126.7% |
| 3Y | +97.7% | -26.6% | +124.2% | +101.9% |
| 5Y | +217.4% | -11.3% | +228.7% | +201.1% |
| All | +82.0% | +126.1% | -44.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling