+64.0%
USO vs NTR
+98.7%
-34.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +6.6% |
| 7D | +11.5% | -2.5% | +13.9% | +12.6% |
| 30D | +24.1% | +17.0% | +7.1% | +16.2% |
| 3M | +17.9% | +22.2% | -4.3% | +8.5% |
| 6M | +49.6% | +5.2% | +44.4% | +46.8% |
| YTD | +129.0% | +29.7% | +99.3% | +106.9% |
| 1Y | +112.0% | +39.4% | +72.6% | +85.3% |
| 3Y | +102.3% | +38.2% | +64.1% | +73.4% |
| 5Y | +224.5% | +47.6% | +176.9% | +148.8% |
| All | +64.0% | +98.7% | -34.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling