+213.1%
USO vs SONY
+9.6%
+203.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | +9.1% | -2.7% | +11.8% | +9.2% |
| 30D | +21.7% | +1.5% | +20.2% | +21.6% |
| 3M | +20.2% | +13.0% | +7.2% | +19.7% |
| 6M | +43.4% | +11.2% | +32.1% | +42.8% |
| YTD | +124.0% | -6.6% | +130.6% | +126.7% |
| 1Y | +112.2% | -18.1% | +130.3% | +117.4% |
| 3Y | +97.7% | +42.1% | +55.6% | +90.0% |
| All | +213.1% | +9.6% | +203.4% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling