+82.0%
USO vs NTAP
+650.8%
-568.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.5% | -10.7% | -3.5% |
| 7D | +9.1% | +7.4% | +1.7% | +7.8% |
| 30D | +21.7% | -1.4% | +23.1% | +21.8% |
| 3M | +20.2% | +24.6% | -4.3% | +15.7% |
| 6M | +43.4% | +105.9% | -62.5% | +25.7% |
| YTD | +124.0% | +88.5% | +35.5% | +98.8% |
| 1Y | +112.2% | +62.1% | +50.1% | +93.3% |
| 3Y | +97.7% | +169.1% | -71.4% | +58.6% |
| 5Y | +217.4% | +141.9% | +75.5% | +156.5% |
| All | +82.0% | +650.8% | -568.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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