+26.8%
USO vs NIO
-38.3%
+65.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.8% |
| 7D | +6.2% | -4.1% | +10.4% | +6.4% |
| 30D | +19.1% | -23.2% | +42.3% | +20.1% |
| 3M | +14.2% | -29.9% | +44.1% | +15.5% |
| 6M | +43.7% | -25.1% | +68.8% | +44.6% |
| YTD | +116.8% | -27.5% | +144.3% | +118.2% |
| 1Y | +104.3% | -41.1% | +145.4% | +106.8% |
| 3Y | +91.5% | -63.1% | +154.7% | +94.3% |
| 5Y | +214.1% | -90.4% | +304.5% | +228.5% |
| All | +26.8% | -38.3% | +65.2% | +16.5% |
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