-73.2%
USO vs NTAP
+574.0%
-647.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -1.9% | +7.2% | -9.1% | -3.3% |
| 30D | -5.2% | -18.4% | +13.2% | -1.8% |
| 3M | +16.4% | -11.3% | +27.8% | +18.1% |
| 6M | +2.5% | +53.8% | -51.3% | -8.1% |
| YTD | +110.5% | +72.0% | +38.5% | +83.1% |
| 1Y | +108.4% | +68.0% | +40.4% | +82.0% |
| 3Y | +99.6% | +149.5% | -49.8% | +55.3% |
| 5Y | +160.1% | +125.6% | +34.5% | +103.5% |
| 10Y | +86.3% | +583.1% | -496.9% | +6.3% |
| All | -73.2% | +574.0% | -647.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling