+1,216.9%
VST vs USO
+56.6%
+1,160.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | +9.5% | -0.5% | +7.2% |
| 30D | +6.2% | +23.6% | -17.4% | +2.2% |
| 3M | -2.7% | +3.8% | -6.5% | -3.9% |
| 6M | -8.4% | +55.0% | -63.4% | -18.6% |
| YTD | -7.2% | +105.3% | -112.5% | -23.0% |
| 1Y | -20.9% | +91.4% | -112.3% | -33.4% |
| 3Y | +384.0% | +84.6% | +299.4% | +307.4% |
| 5Y | +757.1% | +191.7% | +565.3% | +534.4% |
| All | +1,216.9% | +56.6% | +1,160.2% | +996.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling