+220.9%
USO vs VSXY
+37.5%
+183.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.2% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | +21.7% | -18.7% | +40.4% | +21.7% |
| 3M | +20.2% | -4.0% | +24.2% | +20.2% |
| 6M | +43.4% | +67.5% | -24.1% | +42.5% |
| YTD | +124.0% | +39.7% | +84.3% | +123.0% |
| 1Y | +112.2% | +180.0% | -67.8% | +105.1% |
| 3Y | +97.7% | +337.3% | -239.6% | +82.5% |
| 5Y | +217.4% | +22.7% | +194.7% | +195.5% |
| All | +220.9% | +37.5% | +183.4% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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