+213.1%
USO vs NTAP
+140.4%
+72.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.5% | -10.7% | -2.9% |
| 7D | +9.1% | +7.4% | +1.7% | +8.4% |
| 30D | +21.7% | -1.4% | +23.1% | +21.8% |
| 3M | +20.2% | +24.6% | -4.3% | +17.4% |
| 6M | +43.4% | +105.9% | -62.5% | +31.4% |
| YTD | +124.0% | +88.5% | +35.5% | +107.4% |
| 1Y | +112.2% | +62.1% | +50.1% | +100.6% |
| 3Y | +97.7% | +169.1% | -71.4% | +65.4% |
| All | +213.1% | +140.4% | +72.7% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling