+166.5%
USO vs NVTS
-16.8%
+183.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.2% |
| 7D | +9.1% | -1.4% | +10.6% | +9.1% |
| 30D | +21.7% | -16.5% | +38.2% | +21.6% |
| 3M | +20.2% | -47.6% | +67.9% | +20.2% |
| 6M | +43.4% | +7.3% | +36.1% | +43.7% |
| YTD | +124.0% | +62.9% | +61.1% | +123.8% |
| 1Y | +112.2% | +91.3% | +20.9% | +111.5% |
| 3Y | +97.7% | +43.4% | +54.2% | +95.7% |
| All | +166.5% | -16.8% | +183.3% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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