+97.7%
USO vs VYM
+65.1%
+32.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +9.1% | -0.8% | +9.9% | +9.2% |
| 30D | +21.7% | -2.2% | +23.9% | +22.0% |
| 3M | +20.2% | +3.1% | +17.2% | +19.5% |
| 6M | +43.4% | +9.7% | +33.6% | +40.3% |
| YTD | +124.0% | +14.9% | +109.1% | +114.3% |
| 1Y | +112.2% | +17.6% | +94.6% | +100.9% |
| 3Y | +97.7% | +65.3% | +32.3% | +68.5% |
| All | +97.7% | +65.1% | +32.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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