+97.7%
USO vs VTR
+132.9%
-35.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +9.1% | -0.3% | +9.4% | +9.1% |
| 30D | +21.7% | +1.1% | +20.6% | +21.8% |
| 3M | +20.2% | +7.9% | +12.3% | +21.3% |
| 6M | +43.4% | +6.2% | +37.2% | +44.6% |
| YTD | +124.0% | +17.7% | +106.2% | +126.9% |
| 1Y | +112.2% | +32.9% | +79.3% | +116.5% |
| 3Y | +97.7% | +129.7% | -32.0% | +110.2% |
| All | +97.7% | +132.9% | -35.2% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling