+1,428.0%
NEE vs USO
-74.0%
+1,502.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.9% | +9.5% | -7.5% | +1.2% |
| 30D | -2.2% | +23.6% | -25.7% | -3.9% |
| 3M | -1.2% | +3.8% | -5.0% | -1.8% |
| 6M | -8.6% | +55.0% | -63.6% | -12.8% |
| YTD | +6.2% | +105.3% | -99.1% | -1.4% |
| 1Y | +21.1% | +91.4% | -70.3% | +13.1% |
| 3Y | +36.4% | +84.6% | -48.2% | +26.7% |
| 5Y | +11.4% | +191.7% | -180.4% | -2.4% |
| 10Y | +250.0% | +73.3% | +176.7% | +211.1% |
| All | +1,428.0% | -74.0% | +1,502.0% | +1,649.4% |
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 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