+154.0%
NEM vs USO
+223.2%
-69.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -2.4% |
| 7D | -3.3% | +11.5% | -14.8% | -4.0% |
| 30D | +7.8% | +24.1% | -16.3% | +6.2% |
| 3M | +36.3% | +17.9% | +18.3% | +34.5% |
| 6M | +6.6% | +49.6% | -43.1% | +0.4% |
| YTD | +27.1% | +129.0% | -101.9% | +11.0% |
| 1Y | +62.3% | +112.0% | -49.7% | +43.4% |
| 3Y | +245.1% | +102.3% | +142.8% | +202.2% |
| 5Y | +154.0% | +224.5% | -70.6% | +112.3% |
| All | +154.0% | +223.2% | -69.2% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling