+97.7%
USO vs NUE
+61.7%
+36.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | +9.1% | -0.6% | +9.7% | +9.1% |
| 30D | +21.7% | -4.6% | +26.2% | +21.9% |
| 3M | +20.2% | -0.3% | +20.6% | +19.9% |
| 6M | +43.4% | +51.9% | -8.5% | +38.4% |
| YTD | +124.0% | +60.0% | +64.0% | +114.7% |
| 1Y | +112.2% | +82.9% | +29.3% | +99.5% |
| 3Y | +97.7% | +66.0% | +31.7% | +84.2% |
| All | +97.7% | +61.7% | +36.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling