-73.9%
USO vs VSH
+242.7%
-316.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.9% |
| 7D | +9.5% | +4.1% | +5.4% | +8.6% |
| 30D | +23.6% | -4.2% | +27.7% | +24.0% |
| 3M | +3.8% | -50.0% | +53.8% | +15.8% |
| 6M | +55.0% | +80.2% | -25.1% | +30.5% |
| YTD | +105.3% | +121.1% | -15.8% | +64.4% |
| 1Y | +91.4% | +112.0% | -20.6% | +53.4% |
| 3Y | +84.6% | +22.5% | +62.0% | +60.0% |
| 5Y | +191.7% | +64.0% | +127.7% | +130.9% |
| 10Y | +73.3% | +170.4% | -97.1% | +16.1% |
| All | -73.9% | +242.7% | -316.6% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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