-73.2%
USO vs NUE
+743.4%
-816.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.4% |
| 7D | +3.6% | +1.8% | +1.8% | +3.0% |
| 30D | +23.8% | -6.0% | +29.7% | +25.7% |
| 3M | +8.1% | +1.4% | +6.6% | +6.8% |
| 6M | +34.3% | +52.8% | -18.6% | +16.9% |
| YTD | +111.1% | +58.1% | +53.0% | +81.6% |
| 1Y | +99.9% | +80.4% | +19.5% | +64.6% |
| 3Y | +86.5% | +62.3% | +24.2% | +52.8% |
| 5Y | +200.5% | +146.2% | +54.3% | +103.3% |
| 10Y | +66.5% | +549.5% | -483.0% | -23.9% |
| All | -73.2% | +743.4% | -816.5% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling