-71.5%
USO vs NLY
+427.8%
-499.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +9.1% | -4.0% | +13.1% | +9.8% |
| 30D | +21.7% | -5.2% | +26.9% | +22.7% |
| 3M | +20.2% | +2.8% | +17.4% | +19.4% |
| 6M | +43.4% | +4.2% | +39.2% | +41.3% |
| YTD | +124.0% | +4.7% | +119.3% | +120.3% |
| 1Y | +112.2% | +12.7% | +99.4% | +105.9% |
| 3Y | +97.7% | +62.5% | +35.1% | +77.9% |
| 5Y | +217.4% | +26.3% | +191.1% | +196.0% |
| 10Y | +82.8% | +81.0% | +1.9% | +58.1% |
| All | -71.5% | +427.8% | -499.3% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling