+82.0%
USO vs NRG
+1,083.9%
-1,002.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | +9.1% | -4.7% | +13.8% | +9.9% |
| 30D | +21.7% | -6.0% | +27.6% | +22.6% |
| 3M | +20.2% | -8.0% | +28.2% | +21.0% |
| 6M | +43.4% | -23.2% | +66.5% | +47.2% |
| YTD | +124.0% | -28.1% | +152.0% | +131.1% |
| 1Y | +112.2% | -27.3% | +139.5% | +117.1% |
| 3Y | +97.7% | +208.7% | -111.0% | +36.1% |
| 5Y | +217.4% | +197.7% | +19.8% | +115.4% |
| All | +82.0% | +1,083.9% | -1,002.0% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling