-60.9%
USO vs VYM
+484.2%
-545.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +6.0% |
| 7D | +11.5% | -1.9% | +13.3% | +12.9% |
| 30D | +24.1% | -2.6% | +26.7% | +26.3% |
| 3M | +17.9% | +3.6% | +14.4% | +14.5% |
| 6M | +49.6% | +8.7% | +40.9% | +39.3% |
| YTD | +129.0% | +14.1% | +114.9% | +105.3% |
| 1Y | +112.0% | +17.8% | +94.2% | +85.5% |
| 3Y | +102.3% | +64.5% | +37.7% | +36.5% |
| 5Y | +224.5% | +77.5% | +147.0% | +106.0% |
| 10Y | +86.9% | +206.1% | -119.2% | -19.9% |
| All | -60.9% | +484.2% | -545.0% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling