-72.4%
USO vs NVS
+452.3%
-524.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +6.2% | -15.4% | +21.6% | +11.9% |
| 30D | +19.1% | -12.3% | +31.4% | +23.7% |
| 3M | +14.2% | -7.8% | +22.0% | +16.1% |
| 6M | +43.7% | -13.0% | +56.7% | +48.1% |
| YTD | +116.8% | +2.8% | +114.1% | +108.0% |
| 1Y | +104.3% | +10.6% | +93.7% | +89.4% |
| 3Y | +91.5% | +55.1% | +36.5% | +49.5% |
| 5Y | +214.1% | +91.7% | +122.4% | +117.5% |
| 10Y | +77.0% | +181.2% | -104.2% | +0.2% |
| All | -72.4% | +452.3% | -524.8% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling