-72.4%
USO vs VTR
+504.0%
-576.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +6.2% | -2.9% | +9.2% | +6.9% |
| 30D | +19.1% | -2.8% | +21.9% | +19.7% |
| 3M | +14.2% | +9.0% | +5.2% | +12.0% |
| 6M | +43.7% | +5.0% | +38.8% | +41.7% |
| YTD | +116.8% | +16.9% | +99.9% | +108.6% |
| 1Y | +104.3% | +34.3% | +70.1% | +90.6% |
| 3Y | +91.5% | +131.6% | -40.0% | +56.2% |
| 5Y | +214.1% | +88.0% | +126.1% | +164.3% |
| 10Y | +77.0% | +97.8% | -20.8% | +35.2% |
| All | -72.4% | +504.0% | -576.5% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling