+213.1%
USO vs NVS
+92.9%
+120.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -14.3% | +23.4% | +7.9% |
| 30D | +21.7% | -10.0% | +31.6% | +20.7% |
| 3M | +20.2% | -10.9% | +31.1% | +19.2% |
| 6M | +43.4% | -12.0% | +55.3% | +42.7% |
| YTD | +124.0% | +2.5% | +121.5% | +121.3% |
| 1Y | +112.2% | +10.7% | +101.5% | +108.8% |
| 3Y | +97.7% | +53.3% | +44.4% | +86.3% |
| All | +213.1% | +92.9% | +120.1% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling