+1,162.4%
VST vs USO
+75.1%
+1,087.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -6.0% | -10.6% | +4.5% | -4.1% |
| 30D | -18.8% | -4.6% | -14.2% | -18.1% |
| 3M | -8.0% | +12.3% | -20.4% | -10.3% |
| 6M | -10.9% | +5.9% | -16.8% | -12.9% |
| YTD | -18.3% | +104.5% | -122.9% | -32.3% |
| 1Y | -29.9% | +97.3% | -127.3% | -41.6% |
| 3Y | +290.3% | +97.0% | +193.3% | +224.0% |
| 5Y | +635.3% | +151.2% | +484.1% | +461.6% |
| 10Y | +1,162.4% | +76.1% | +1,086.3% | +923.3% |
| All | +1,162.4% | +75.1% | +1,087.3% | +923.3% |
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