+19.6%
USO vs NIO
-45.3%
+65.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.7% |
| 7D | -10.6% | +2.8% | -13.4% | -10.7% |
| 30D | -4.6% | -8.4% | +3.8% | -4.3% |
| 3M | +12.3% | -32.0% | +44.3% | +13.6% |
| 6M | +5.9% | -43.9% | +49.8% | +7.7% |
| YTD | +104.5% | -35.7% | +140.2% | +106.4% |
| 1Y | +97.3% | -51.1% | +148.5% | +101.1% |
| 3Y | +97.0% | -54.7% | +151.7% | +98.4% |
| 5Y | +151.2% | -91.7% | +242.9% | +164.1% |
| All | +19.6% | -45.3% | +65.0% | +10.2% |
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