+82.0%
USO vs SONY
+293.1%
-211.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | +9.1% | -2.7% | +11.8% | +9.6% |
| 30D | +21.7% | +1.5% | +20.2% | +21.3% |
| 3M | +20.2% | +13.0% | +7.2% | +17.5% |
| 6M | +43.4% | +11.2% | +32.1% | +40.0% |
| YTD | +124.0% | -6.6% | +130.6% | +125.9% |
| 1Y | +112.2% | -18.1% | +130.3% | +119.4% |
| 3Y | +97.7% | +42.1% | +55.6% | +77.6% |
| 5Y | +217.4% | +11.0% | +206.4% | +197.4% |
| All | +82.0% | +293.1% | -211.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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