+213.1%
USO vs NYT
+38.8%
+174.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | +9.1% | -0.6% | +9.7% | +9.1% |
| 30D | +21.7% | +4.6% | +17.1% | +21.5% |
| 3M | +20.2% | -9.6% | +29.8% | +20.6% |
| 6M | +43.4% | -14.0% | +57.4% | +43.9% |
| YTD | +124.0% | -2.8% | +126.8% | +122.2% |
| 1Y | +112.2% | +15.6% | +96.6% | +107.3% |
| 3Y | +97.7% | +56.3% | +41.3% | +85.0% |
| All | +213.1% | +38.8% | +174.3% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling