+224.5%
USO vs NSC
+44.4%
+180.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -1.4% | +12.8% | +11.7% |
| 30D | +24.1% | -3.4% | +27.5% | +24.7% |
| 3M | +17.9% | +5.1% | +12.9% | +16.9% |
| 6M | +49.6% | +9.2% | +40.4% | +47.0% |
| YTD | +129.0% | +13.4% | +115.6% | +122.9% |
| 1Y | +112.0% | +20.8% | +91.2% | +103.7% |
| 3Y | +102.3% | +76.1% | +26.2% | +70.3% |
| 5Y | +224.5% | +45.3% | +179.3% | +189.6% |
| All | +224.5% | +44.4% | +180.2% | +189.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling