+159.6%
USO vs NVTS
-54.3%
+213.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | -0.4% |
| 7D | -1.9% | +3.9% | -5.9% | -1.9% |
| 30D | -5.2% | -4.3% | -0.9% | -5.2% |
| 3M | +16.4% | -34.5% | +50.9% | +16.3% |
| 6M | +2.5% | -57.7% | +60.2% | +2.5% |
| YTD | +110.5% | +25.4% | +85.1% | +110.1% |
| 1Y | +108.4% | +13.1% | +95.3% | +108.1% |
| 3Y | +99.6% | +48.9% | +50.7% | +96.1% |
| All | +159.6% | -54.3% | +213.9% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling