+82.0%
USO vs INFY
+80.1%
+1.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | +9.1% | -5.4% | +14.5% | +9.8% |
| 30D | +21.7% | -9.9% | +31.5% | +23.0% |
| 3M | +20.2% | -4.6% | +24.8% | +20.2% |
| 6M | +43.4% | -18.5% | +61.8% | +46.1% |
| YTD | +124.0% | -36.5% | +160.5% | +136.4% |
| 1Y | +112.2% | -32.8% | +144.9% | +120.9% |
| 3Y | +97.7% | -32.2% | +129.9% | +102.2% |
| 5Y | +217.4% | -44.7% | +262.1% | +232.4% |
| All | +82.0% | +80.1% | +1.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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