+302.3%
NEM vs USO
+86.2%
+216.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | -1.0% | +9.1% | -10.1% | -1.6% |
| 30D | +7.8% | +21.7% | -13.8% | +6.2% |
| 3M | +30.2% | +20.2% | +10.0% | +28.1% |
| 6M | +9.6% | +43.4% | -33.8% | +4.9% |
| YTD | +27.8% | +124.0% | -96.2% | +16.2% |
| 1Y | +60.7% | +112.2% | -51.5% | +46.8% |
| 3Y | +245.3% | +97.7% | +147.6% | +215.1% |
| 5Y | +155.3% | +217.4% | -62.1% | +122.9% |
| All | +302.3% | +86.2% | +216.1% | +246.4% |
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