+60.4%
USO vs NTR
+97.9%
-37.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +9.1% | -1.3% | +10.4% | +9.6% |
| 30D | +21.7% | +16.8% | +4.9% | +14.0% |
| 3M | +20.2% | +20.7% | -0.5% | +11.2% |
| 6M | +43.4% | +0.5% | +42.8% | +43.2% |
| YTD | +124.0% | +29.2% | +94.8% | +102.6% |
| 1Y | +112.2% | +39.6% | +72.6% | +85.4% |
| 3Y | +97.7% | +37.9% | +59.8% | +69.6% |
| 5Y | +217.4% | +47.1% | +170.4% | +143.7% |
| All | +60.4% | +97.9% | -37.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling