+102.2%
USO vs NRG
-50.8%
+152.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -13.5% | +5.4% | -9.7% |
| 7D | -12.7% | -13.7% | +1.0% | -14.3% |
| 30D | +1.0% | -13.6% | +14.6% | -0.6% |
| 3M | +25.6% | -28.5% | +54.1% | +19.8% |
| 6M | -1.5% | -45.8% | +44.3% | -9.8% |
| YTD | +110.3% | -46.9% | +157.2% | +92.2% |
| 1Y | +102.2% | -49.7% | +151.9% | +84.7% |
| All | +102.2% | -50.8% | +152.9% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling