+65.5%
VZ vs USO
+75.9%
-10.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.0% |
| 7D | +2.2% | -9.1% | +11.3% | +2.6% |
| 30D | +10.6% | -3.7% | +14.3% | +10.7% |
| 3M | -0.6% | +20.9% | -21.5% | -1.4% |
| 6M | +0.7% | +6.8% | -6.0% | +0.3% |
| YTD | +20.6% | +106.3% | -85.7% | +16.5% |
| 1Y | +22.7% | +100.2% | -77.5% | +18.7% |
| 3Y | +57.2% | +103.1% | -45.8% | +51.1% |
| 5Y | +21.4% | +146.1% | -124.7% | +14.1% |
| 10Y | +65.5% | +73.5% | -8.0% | +57.4% |
| All | +65.5% | +75.9% | -10.4% | +57.4% |
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