+91.4%
USO vs NTRS
+47.2%
+44.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | +0.4% | +9.1% | +9.7% |
| 30D | +23.6% | +1.7% | +21.9% | +24.4% |
| 3M | +3.8% | +8.9% | -5.0% | +7.4% |
| 6M | +55.0% | +30.6% | +24.5% | +72.9% |
| YTD | +105.3% | +38.7% | +66.6% | +127.7% |
| 1Y | +91.4% | +48.1% | +43.3% | +113.7% |
| All | +91.4% | +47.2% | +44.2% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling