+159.6%
USO vs NTAP
+124.7%
+34.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -1.9% | +7.2% | -9.1% | -2.4% |
| 30D | -5.2% | -18.4% | +13.2% | -3.9% |
| 3M | +16.4% | -11.3% | +27.8% | +17.1% |
| 6M | +2.5% | +53.8% | -51.3% | -2.8% |
| YTD | +110.5% | +72.0% | +38.5% | +96.4% |
| 1Y | +108.4% | +68.0% | +40.4% | +95.0% |
| 3Y | +99.6% | +149.5% | -49.8% | +68.6% |
| All | +159.6% | +124.7% | +34.9% | +116.6% |
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