+114.3%
USO vs NVD
-99.1%
+213.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +9.1% | +10.8% | -1.7% | +9.3% |
| 30D | +21.7% | +0.8% | +20.9% | +21.7% |
| 3M | +20.2% | -20.8% | +41.1% | +19.9% |
| 6M | +43.4% | -41.2% | +84.5% | +42.3% |
| YTD | +124.0% | -44.2% | +168.2% | +122.2% |
| 1Y | +112.2% | -54.2% | +166.4% | +109.5% |
| 3Y | +97.7% | -99.1% | +196.8% | +104.5% |
| All | +114.3% | -99.1% | +213.4% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling