+224.5%
USO vs NOC
+57.3%
+167.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.5% |
| 7D | +11.5% | -1.8% | +13.2% | +11.8% |
| 30D | +24.1% | -9.4% | +33.6% | +26.3% |
| 3M | +17.9% | -3.8% | +21.8% | +18.4% |
| 6M | +49.6% | -28.8% | +78.4% | +60.2% |
| YTD | +129.0% | -7.9% | +136.9% | +132.1% |
| 1Y | +112.0% | -9.0% | +121.0% | +115.4% |
| 3Y | +102.3% | +29.1% | +73.2% | +85.8% |
| 5Y | +224.5% | +58.9% | +165.6% | +165.3% |
| All | +224.5% | +57.3% | +167.3% | +165.3% |
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