+112.2%
USO vs SONY
-16.9%
+129.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -1.9% |
| 7D | +9.1% | -2.7% | +11.8% | +8.7% |
| 30D | +21.7% | +1.5% | +20.2% | +22.0% |
| 3M | +20.2% | +13.0% | +7.2% | +23.8% |
| 6M | +43.4% | +11.2% | +32.1% | +49.7% |
| YTD | +124.0% | -6.6% | +130.6% | +138.3% |
| 1Y | +112.2% | -18.1% | +130.3% | +131.6% |
| All | +112.2% | -16.9% | +129.1% | +131.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling