+159.6%
USO vs NOC
+65.6%
+94.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -1.9% | +4.8% | -6.7% | -2.8% |
| 30D | -5.2% | +11.0% | -16.2% | -7.0% |
| 3M | +16.4% | -3.8% | +20.2% | +17.1% |
| 6M | +2.5% | +0.6% | +1.8% | +1.9% |
| YTD | +110.5% | -2.3% | +112.8% | +111.0% |
| 1Y | +108.4% | +0.3% | +108.2% | +107.7% |
| 3Y | +99.6% | +24.6% | +75.0% | +86.4% |
| All | +159.6% | +65.6% | +94.0% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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