+102.1%
USO vs SONY
+40.0%
+62.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.6% |
| 7D | +11.5% | -5.8% | +17.2% | +11.2% |
| 30D | +24.1% | -0.4% | +24.5% | +24.1% |
| 3M | +17.9% | +13.3% | +4.6% | +18.8% |
| 6M | +49.6% | +8.5% | +41.1% | +51.2% |
| YTD | +129.0% | -8.1% | +137.1% | +132.7% |
| 1Y | +112.0% | -17.9% | +129.9% | +116.5% |
| All | +102.1% | +40.0% | +62.1% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling