+82.0%
USO vs NVMI
+3,158.6%
-3,076.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | +21.7% | -8.4% | +30.1% | +22.5% |
| 3M | +20.2% | -33.6% | +53.8% | +24.1% |
| 6M | +43.4% | -14.7% | +58.0% | +42.9% |
| YTD | +124.0% | +13.2% | +110.8% | +114.4% |
| 1Y | +112.2% | +29.0% | +83.2% | +99.0% |
| 3Y | +97.7% | +215.0% | -117.3% | +56.6% |
| 5Y | +217.4% | +268.6% | -51.1% | +135.8% |
| All | +82.0% | +3,158.6% | -3,076.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling