+1,205.2%
VST vs USO
+75.9%
+1,129.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.9% | +11.2% | +8.0% |
| 7D | -0.5% | -9.1% | +8.5% | +1.2% |
| 30D | -17.1% | -3.7% | -13.3% | -16.5% |
| 3M | -4.6% | +20.9% | -25.5% | -8.1% |
| 6M | -9.1% | +6.8% | -15.9% | -11.2% |
| YTD | -16.6% | +106.3% | -122.9% | -31.0% |
| 1Y | -29.5% | +100.2% | -129.7% | -41.4% |
| 3Y | +297.5% | +103.1% | +194.5% | +228.1% |
| 5Y | +654.5% | +146.1% | +508.4% | +479.4% |
| 10Y | +1,205.2% | +73.5% | +1,131.8% | +958.0% |
| All | +1,205.2% | +75.9% | +1,129.4% | +958.0% |
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