+82.0%
USO vs NVS
+179.5%
-97.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -14.3% | +23.4% | +12.1% |
| 30D | +21.7% | -10.0% | +31.6% | +23.5% |
| 3M | +20.2% | -10.9% | +31.1% | +22.2% |
| 6M | +43.4% | -12.0% | +55.3% | +45.5% |
| YTD | +124.0% | +2.5% | +121.5% | +116.7% |
| 1Y | +112.2% | +10.7% | +101.5% | +100.1% |
| 3Y | +97.7% | +53.3% | +44.4% | +62.9% |
| 5Y | +217.4% | +93.6% | +123.8% | +131.4% |
| All | +82.0% | +179.5% | -97.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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