-73.9%
USO vs NTAP
+588.1%
-662.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | -0.8% | +10.2% | +9.6% |
| 30D | +23.6% | -0.5% | +24.1% | +23.6% |
| 3M | +3.8% | +4.1% | -0.3% | +2.5% |
| 6M | +55.0% | +88.0% | -32.9% | +34.0% |
| YTD | +105.3% | +75.6% | +29.7% | +79.4% |
| 1Y | +91.4% | +58.9% | +32.5% | +70.4% |
| 3Y | +84.6% | +153.6% | -69.0% | +44.2% |
| 5Y | +191.7% | +127.6% | +64.1% | +129.8% |
| 10Y | +73.3% | +580.4% | -507.1% | -0.2% |
| All | -73.9% | +588.1% | -662.1% | -88.2% |
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 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