+158.0%
USO vs NVTS
-17.0%
+175.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +2.7% |
| 7D | +6.2% | +3.5% | +2.8% | +6.3% |
| 30D | +19.1% | -11.9% | +31.0% | +19.1% |
| 3M | +14.2% | -49.2% | +63.5% | +14.2% |
| 6M | +43.7% | +38.4% | +5.3% | +43.9% |
| YTD | +116.8% | +62.5% | +54.4% | +116.7% |
| 1Y | +104.3% | +101.4% | +3.0% | +103.6% |
| 3Y | +91.5% | +40.4% | +51.1% | +89.7% |
| All | +158.0% | -17.0% | +175.1% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling