+120.8%
USO vs NXT
+171.8%
-51.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +2.7% |
| 7D | +6.2% | -0.2% | +6.5% | +6.2% |
| 30D | +19.1% | -20.0% | +39.1% | +19.0% |
| 3M | +14.2% | -30.9% | +45.2% | +14.3% |
| 6M | +43.7% | -23.8% | +67.6% | +42.5% |
| YTD | +116.8% | -5.4% | +122.3% | +111.6% |
| 1Y | +104.3% | +28.0% | +76.3% | +95.1% |
| 3Y | +91.5% | +93.3% | -1.8% | +73.8% |
| All | +120.8% | +171.8% | -51.0% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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