+97.7%
USO vs NVDL
+625.2%
-527.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -10.3% | +19.4% | +9.3% |
| 30D | +21.7% | -7.1% | +28.8% | +21.7% |
| 3M | +20.2% | +6.6% | +13.7% | +19.9% |
| 6M | +43.4% | +21.1% | +22.3% | +42.2% |
| YTD | +124.0% | +15.2% | +108.8% | +122.2% |
| 1Y | +112.2% | +18.8% | +93.4% | +109.6% |
| 3Y | +97.7% | +649.9% | -552.2% | +100.8% |
| All | +97.7% | +625.2% | -527.5% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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