+14,546.7%
NVDA vs USO
+86.2%
+14,460.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -5.1% | +9.1% | -14.2% | -6.4% |
| 30D | -2.5% | +21.7% | -24.2% | -5.4% |
| 3M | +6.7% | +20.2% | -13.6% | +3.2% |
| 6M | +17.6% | +43.4% | -25.8% | +8.8% |
| YTD | +17.3% | +124.0% | -106.7% | -0.6% |
| 1Y | +23.5% | +112.2% | -88.7% | +5.5% |
| 3Y | +384.6% | +97.7% | +287.0% | +314.2% |
| 5Y | +875.4% | +217.4% | +658.0% | +633.7% |
| All | +14,546.7% | +86.2% | +14,460.5% | +12,841.9% |
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