+82.0%
USO vs EQIX
+246.8%
-164.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | +9.1% | +0.2% | +8.9% | +9.1% |
| 30D | +21.7% | -2.5% | +24.2% | +21.9% |
| 3M | +20.2% | 0.0% | +20.3% | +20.1% |
| 6M | +43.4% | +7.6% | +35.7% | +42.1% |
| YTD | +124.0% | +37.5% | +86.5% | +116.3% |
| 1Y | +112.2% | +32.9% | +79.3% | +105.6% |
| 3Y | +97.7% | +42.8% | +54.9% | +88.3% |
| 5Y | +217.4% | +35.8% | +181.6% | +202.7% |
| All | +82.0% | +246.8% | -164.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 10y: compounded portfolio wealth divided by compounded EQIX 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…
10y analysis · Full analysis span regression · 6 months rolling