+2,010.2%
VRT vs USO
+30.3%
+1,979.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.7% | +1.1% |
| 7D | +18.6% | -1.4% | +20.1% | +18.8% |
| 30D | -11.7% | -4.6% | -7.1% | -11.1% |
| 3M | -27.3% | +14.7% | -42.0% | -28.9% |
| 6M | -42.9% | +1.2% | -44.1% | -43.5% |
| YTD | +29.5% | +111.2% | -81.7% | +9.9% |
| 1Y | +21.0% | +109.3% | -88.3% | +2.9% |
| 3Y | +403.1% | +103.5% | +299.6% | +327.8% |
| 5Y | +688.8% | +160.9% | +527.9% | +517.0% |
| All | +2,010.2% | +30.3% | +1,979.8% | +1,520.0% |
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