-72.4%
USO vs NI
+1,036.1%
-1,108.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +6.2% | +1.3% | +5.0% | +5.9% |
| 30D | +19.1% | -0.3% | +19.4% | +19.2% |
| 3M | +14.2% | -9.5% | +23.7% | +17.2% |
| 6M | +43.7% | -10.2% | +54.0% | +47.5% |
| YTD | +116.8% | +1.8% | +115.1% | +114.1% |
| 1Y | +104.3% | +5.7% | +98.7% | +99.4% |
| 3Y | +91.5% | +69.6% | +21.9% | +59.9% |
| 5Y | +214.1% | +95.8% | +118.3% | +147.3% |
| 10Y | +77.0% | +145.1% | -68.1% | +22.5% |
| All | -72.4% | +1,036.1% | -1,108.5% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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