+91.4%
USO vs NRG
-18.6%
+110.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | +0.8% |
| 7D | +9.5% | +7.1% | +2.3% | +10.5% |
| 30D | +23.6% | -1.4% | +25.0% | +23.5% |
| 3M | +3.8% | -10.5% | +14.3% | +3.6% |
| 6M | +55.0% | -26.7% | +81.8% | +51.9% |
| YTD | +105.3% | -24.5% | +129.8% | +99.9% |
| 1Y | +91.4% | -18.6% | +109.9% | +84.1% |
| All | +91.4% | -18.6% | +110.0% | +84.1% |
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