+195.5%
USO vs NIO
-90.7%
+286.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +9.5% | -13.0% | +22.5% | +9.7% |
| 30D | +23.6% | -18.3% | +41.9% | +24.0% |
| 3M | +3.8% | -33.2% | +37.0% | +4.6% |
| 6M | +55.0% | -21.5% | +76.5% | +55.3% |
| YTD | +105.3% | -25.5% | +130.8% | +105.7% |
| 1Y | +91.4% | -38.0% | +129.4% | +92.6% |
| 3Y | +84.6% | -65.5% | +150.0% | +87.1% |
| All | +195.5% | -90.7% | +286.2% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling