-4.0%
NOK vs USO
-73.3%
+69.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.3% | +5.6% |
| 7D | +7.3% | +3.6% | +3.7% | +6.5% |
| 30D | +13.8% | +23.8% | -10.0% | +8.4% |
| 3M | -27.0% | +8.1% | -35.1% | -29.1% |
| 6M | +37.6% | +34.3% | +3.3% | +25.6% |
| YTD | +64.6% | +111.1% | -46.5% | +34.1% |
| 1Y | +132.0% | +99.9% | +32.1% | +90.8% |
| 3Y | +183.7% | +86.5% | +97.2% | +131.0% |
| 5Y | +101.3% | +200.5% | -99.2% | +38.0% |
| 10Y | +122.4% | +66.5% | +55.8% | +62.8% |
| All | -4.0% | -73.3% | +69.3% | +9.1% |
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 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