-70.9%
USO vs NVMI
+20,936.2%
-21,007.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +5.7% |
| 7D | +11.5% | +3.8% | +7.7% | +11.2% |
| 30D | +24.1% | -7.6% | +31.7% | +24.5% |
| 3M | +17.9% | -28.0% | +45.9% | +19.5% |
| 6M | +49.6% | -15.3% | +64.9% | +49.6% |
| YTD | +129.0% | +11.5% | +117.5% | +124.7% |
| 1Y | +112.0% | +31.6% | +80.4% | +105.6% |
| 3Y | +102.3% | +207.0% | -104.7% | +83.6% |
| 5Y | +224.5% | +262.8% | -38.3% | +188.7% |
| 10Y | +86.9% | +3,074.6% | -2,987.6% | +48.6% |
| All | -70.9% | +20,936.2% | -21,007.1% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling