-71.5%
USO vs NTRS
+490.9%
-562.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +9.1% | +1.4% | +7.7% | +8.7% |
| 30D | +21.7% | -0.7% | +22.3% | +21.8% |
| 3M | +20.2% | +11.3% | +8.9% | +16.4% |
| 6M | +43.4% | +35.5% | +7.8% | +30.8% |
| YTD | +124.0% | +40.6% | +83.4% | +101.2% |
| 1Y | +112.2% | +49.2% | +63.0% | +87.0% |
| 3Y | +97.7% | +167.2% | -69.6% | +43.5% |
| 5Y | +217.4% | +94.9% | +122.5% | +146.0% |
| 10Y | +82.8% | +259.5% | -176.6% | +14.9% |
| All | -71.5% | +490.9% | -562.4% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling