+91.4%
USO vs NTAP
+146.1%
-54.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.8% |
| 7D | +6.2% | +2.2% | +4.1% | +6.1% |
| 30D | +19.1% | -7.0% | +26.1% | +19.5% |
| 3M | +14.2% | +12.3% | +1.9% | +13.3% |
| 6M | +43.7% | +85.1% | -41.4% | +37.5% |
| YTD | +116.8% | +74.8% | +42.1% | +108.4% |
| 1Y | +104.3% | +52.7% | +51.7% | +99.2% |
| All | +91.4% | +146.1% | -54.8% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling