-70.9%
USO vs NRG
+527.9%
-598.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.2% | +8.8% | +6.4% |
| 7D | +11.5% | -0.2% | +11.6% | +11.3% |
| 30D | +24.1% | -6.8% | +30.9% | +25.7% |
| 3M | +17.9% | -7.1% | +25.1% | +18.6% |
| 6M | +49.6% | -27.6% | +77.2% | +57.4% |
| YTD | +129.0% | -29.2% | +158.2% | +139.9% |
| 1Y | +112.0% | -29.9% | +141.9% | +121.0% |
| 3Y | +102.3% | +198.7% | -96.4% | +32.4% |
| 5Y | +224.5% | +192.9% | +31.6% | +107.7% |
| 10Y | +86.9% | +1,084.1% | -997.2% | -26.8% |
| All | -70.9% | +527.9% | -598.8% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling