+1,934.0%
VRT vs USO
+29.9%
+1,904.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | +10.5% | -1.9% | +12.4% | +10.7% |
| 30D | -9.3% | -5.2% | -4.1% | -8.7% |
| 3M | -29.6% | +16.4% | -46.0% | -31.3% |
| 6M | -45.4% | +2.5% | -47.9% | -46.0% |
| YTD | +24.8% | +110.5% | -85.7% | +6.0% |
| 1Y | +23.6% | +108.4% | -84.8% | +5.2% |
| 3Y | +379.7% | +99.6% | +280.0% | +309.0% |
| 5Y | +660.3% | +160.1% | +500.3% | +495.0% |
| All | +1,934.0% | +29.9% | +1,904.1% | +1,462.2% |
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