+102.1%
USO vs NSC
+75.0%
+27.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -1.4% | +12.8% | +11.4% |
| 30D | +24.1% | -3.4% | +27.5% | +24.0% |
| 3M | +17.9% | +5.1% | +12.9% | +18.1% |
| 6M | +49.6% | +9.2% | +40.4% | +49.8% |
| YTD | +129.0% | +13.4% | +115.6% | +128.6% |
| 1Y | +112.0% | +20.8% | +91.2% | +111.4% |
| All | +102.1% | +75.0% | +27.1% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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