-24.0%
NKE vs USO
+86.2%
-110.2%
-77.4%
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 | -4.2% | +9.1% | -13.3% | -4.9% |
| 30D | -8.2% | +21.7% | -29.9% | -9.8% |
| 3M | -19.1% | +20.2% | -39.3% | -20.7% |
| 6M | -32.6% | +43.4% | -76.0% | -35.8% |
| YTD | -40.7% | +124.0% | -164.7% | -46.6% |
| 1Y | -48.9% | +112.2% | -161.1% | -53.7% |
| 3Y | -59.2% | +97.7% | -156.9% | -63.2% |
| 5Y | -75.3% | +217.4% | -292.8% | -79.5% |
| All | -24.0% | +86.2% | -110.2% | -31.3% |
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 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