+3.7%
USO vs NTRA
+1,711.9%
-1,708.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.7% |
| 7D | +11.5% | -0.5% | +11.9% | +11.5% |
| 30D | +24.1% | +4.3% | +19.8% | +23.7% |
| 3M | +17.9% | +50.6% | -32.7% | +13.9% |
| 6M | +49.6% | +63.9% | -14.3% | +42.6% |
| YTD | +129.0% | +42.4% | +86.6% | +120.5% |
| 1Y | +112.0% | +92.1% | +19.9% | +98.5% |
| 3Y | +102.3% | +501.7% | -399.5% | +67.2% |
| 5Y | +224.5% | +171.4% | +53.1% | +177.3% |
| 10Y | +86.9% | +3,161.4% | -3,074.5% | +20.3% |
| All | +3.7% | +1,711.9% | -1,708.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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