+254.0%
NEM vs USO
-73.3%
+327.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.4% |
| 7D | +3.9% | +3.6% | +0.3% | +3.1% |
| 30D | +12.7% | +23.8% | -11.1% | +7.5% |
| 3M | +28.7% | +8.1% | +20.6% | +25.3% |
| 6M | +9.8% | +34.3% | -24.5% | -0.7% |
| YTD | +28.1% | +111.1% | -83.0% | +3.1% |
| 1Y | +69.3% | +99.9% | -30.6% | +37.8% |
| 3Y | +247.7% | +86.5% | +161.2% | +182.1% |
| 5Y | +153.4% | +200.5% | -47.2% | +76.0% |
| 10Y | +291.3% | +66.5% | +224.7% | +185.9% |
| All | +254.0% | -73.3% | +327.2% | +475.2% |
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