-73.2%
USO vs SONY
+190.0%
-263.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.1% | +3.8% |
| 7D | +3.6% | -5.2% | +8.7% | +4.8% |
| 30D | +23.8% | +0.3% | +23.5% | +23.6% |
| 3M | +8.1% | +6.2% | +1.8% | +6.1% |
| 6M | +34.3% | +9.5% | +24.7% | +30.1% |
| YTD | +111.1% | -8.1% | +119.2% | +112.9% |
| 1Y | +99.9% | -17.9% | +117.9% | +106.7% |
| 3Y | +86.5% | +41.5% | +45.0% | +64.0% |
| 5Y | +200.5% | +11.8% | +188.7% | +175.3% |
| 10Y | +66.5% | +275.4% | -208.9% | +6.8% |
| All | -73.2% | +190.0% | -263.2% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling