+97.7%
USO vs NRG
+203.5%
-105.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.2% |
| 7D | +9.1% | -4.7% | +13.8% | +9.3% |
| 30D | +21.7% | -6.0% | +27.6% | +21.9% |
| 3M | +20.2% | -8.0% | +28.2% | +20.7% |
| 6M | +43.4% | -23.2% | +66.5% | +44.4% |
| YTD | +124.0% | -28.1% | +152.0% | +125.8% |
| 1Y | +112.2% | -27.3% | +139.5% | +112.8% |
| 3Y | +97.7% | +208.7% | -111.0% | +83.1% |
| All | +97.7% | +203.5% | -105.8% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling