+109.0%
USO vs NXT
+178.8%
-69.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | +9.5% | -1.1% | +10.6% | +9.4% |
| 30D | +23.6% | -15.3% | +38.9% | +23.5% |
| 3M | +3.8% | -43.8% | +47.6% | +4.2% |
| 6M | +55.0% | -18.7% | +73.7% | +53.3% |
| YTD | +105.3% | -3.0% | +108.3% | +100.4% |
| 1Y | +91.4% | +22.7% | +68.6% | +83.5% |
| 3Y | +84.6% | +95.9% | -11.4% | +67.6% |
| All | +109.0% | +178.8% | -69.8% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling