+244.8%
NEE vs USO
+86.2%
+158.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -1.3% | +9.1% | -10.5% | -1.6% |
| 30D | -3.3% | +21.7% | -25.0% | -3.9% |
| 3M | -2.3% | +20.2% | -22.5% | -2.9% |
| 6M | -8.9% | +43.4% | -52.2% | -10.3% |
| YTD | +4.8% | +124.0% | -119.2% | +1.3% |
| 1Y | +18.7% | +112.2% | -93.5% | +15.0% |
| 3Y | +33.2% | +97.7% | -64.4% | +28.9% |
| 5Y | +10.9% | +217.4% | -206.6% | +5.0% |
| All | +244.8% | +86.2% | +158.7% | +234.0% |
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