+202.5%
USO vs VSXY
+42.7%
+159.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.9% |
| 7D | +3.6% | -6.8% | +10.3% | +3.6% |
| 30D | +23.8% | -20.4% | +44.1% | +23.9% |
| 3M | +8.1% | +2.9% | +5.2% | +8.0% |
| 6M | +34.3% | +67.9% | -33.7% | +33.5% |
| YTD | +111.1% | +44.9% | +66.3% | +110.2% |
| 1Y | +99.9% | +205.9% | -106.0% | +92.8% |
| 3Y | +86.5% | +373.9% | -287.4% | +71.8% |
| 5Y | +200.5% | +23.5% | +177.1% | +179.3% |
| All | +202.5% | +42.7% | +159.9% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling