+23.1%
USO vs NIO
-51.7%
+74.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.2% |
| 7D | -1.9% | -14.5% | +12.5% | -1.5% |
| 30D | -5.2% | -15.0% | +9.8% | -4.8% |
| 3M | +16.4% | -35.6% | +52.0% | +17.9% |
| 6M | +2.5% | -55.7% | +58.1% | +5.0% |
| YTD | +110.5% | -43.1% | +153.6% | +113.2% |
| 1Y | +108.4% | -53.5% | +161.9% | +112.6% |
| 3Y | +99.6% | -59.8% | +159.5% | +101.7% |
| 5Y | +160.1% | -93.2% | +253.3% | +175.4% |
| All | +23.1% | -51.7% | +74.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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