+112.2%
USO vs NYT
+17.8%
+94.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.1% |
| 7D | +9.1% | -0.6% | +9.7% | +9.0% |
| 30D | +21.7% | +4.6% | +17.1% | +22.9% |
| 3M | +20.2% | -9.6% | +29.8% | +18.8% |
| 6M | +43.4% | -14.0% | +57.4% | +40.8% |
| YTD | +124.0% | -2.8% | +126.8% | +115.4% |
| 1Y | +112.2% | +15.6% | +96.6% | +97.2% |
| All | +112.2% | +17.8% | +94.4% | +97.2% |
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