+138.6%
NOK vs USO
+86.2%
+52.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +5.1% |
| 7D | +11.0% | +9.1% | +1.9% | +9.8% |
| 30D | +7.8% | +21.7% | -13.8% | +5.3% |
| 3M | -21.0% | +20.2% | -41.2% | -23.1% |
| 6M | +40.9% | +43.4% | -2.5% | +33.0% |
| YTD | +72.0% | +124.0% | -51.9% | +52.2% |
| 1Y | +140.9% | +112.2% | +28.7% | +114.4% |
| 3Y | +194.3% | +97.7% | +96.6% | +160.5% |
| 5Y | +112.5% | +217.4% | -104.9% | +68.1% |
| All | +138.6% | +86.2% | +52.4% | +102.1% |
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