+102.2%
USO vs NYT
+16.5%
+85.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.1% | -8.2% |
| 7D | -12.7% | -3.9% | -8.8% | -13.2% |
| 30D | +1.0% | +4.3% | -3.3% | +1.8% |
| 3M | +25.6% | -11.7% | +37.3% | +22.4% |
| 6M | -1.5% | -14.4% | +12.9% | -3.5% |
| YTD | +110.3% | -3.0% | +113.3% | +103.1% |
| 1Y | +102.2% | +16.5% | +85.6% | +91.7% |
| All | +102.2% | +16.5% | +85.6% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling