+667.4%
NFLX vs USO
+90.4%
+577.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.6% |
| 7D | -8.1% | +11.5% | -19.5% | -9.1% |
| 30D | +1.6% | +24.1% | -22.5% | -0.7% |
| 3M | -7.3% | +17.9% | -25.2% | -9.2% |
| 6M | -21.6% | +49.6% | -71.2% | -25.7% |
| YTD | -18.9% | +129.0% | -147.9% | -27.1% |
| 1Y | -39.1% | +112.0% | -151.1% | -44.8% |
| 3Y | +71.7% | +102.3% | -30.6% | +54.8% |
| 5Y | +27.0% | +224.5% | -197.6% | +5.2% |
| All | +667.4% | +90.4% | +577.0% | +620.9% |
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