+97.7%
USO vs NLY
+64.2%
+33.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.3% |
| 7D | +9.1% | -4.0% | +13.1% | +8.4% |
| 30D | +21.7% | -5.2% | +26.9% | +20.6% |
| 3M | +20.2% | +2.8% | +17.4% | +20.5% |
| 6M | +43.4% | +4.2% | +39.2% | +44.2% |
| YTD | +124.0% | +4.7% | +119.3% | +124.9% |
| 1Y | +112.2% | +12.7% | +99.4% | +111.7% |
| 3Y | +97.7% | +62.5% | +35.1% | +103.4% |
| All | +97.7% | +64.2% | +33.5% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 3y: compounded portfolio wealth divided by compounded NLY 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…
3y analysis · Full analysis span regression · 6 months rolling