+2,397.0%
VRT vs USO
+41.3%
+2,355.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.6% | -11.2% | -6.4% |
| 7D | -7.7% | +11.5% | -19.2% | -9.1% |
| 30D | -12.0% | +24.1% | -36.1% | -14.6% |
| 3M | -11.7% | +17.9% | -29.6% | -14.2% |
| 6M | -8.1% | +49.6% | -57.7% | -15.5% |
| YTD | +53.2% | +129.0% | -75.8% | +29.0% |
| 1Y | +81.7% | +112.0% | -30.3% | +55.0% |
| 3Y | +535.3% | +102.3% | +433.0% | +441.4% |
| 5Y | +916.4% | +224.5% | +691.8% | +664.9% |
| All | +2,397.0% | +41.3% | +2,355.7% | +1,801.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling