-33.4%
NKE vs USO
+47.8%
-81.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -1.1% |
| 7D | -5.5% | +11.5% | -17.0% | -4.0% |
| 30D | -10.4% | +24.1% | -34.5% | -7.4% |
| 3M | -15.8% | +17.9% | -33.7% | -13.4% |
| 6M | -33.4% | +49.6% | -83.0% | -30.9% |
| All | -33.4% | +47.8% | -81.3% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling