+86.1%
USO vs SYK
+173.6%
-87.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +6.0% |
| 7D | +11.5% | -12.3% | +23.8% | +13.9% |
| 30D | +24.1% | -22.4% | +46.6% | +29.6% |
| 3M | +17.9% | -12.3% | +30.3% | +19.7% |
| 6M | +49.6% | -24.3% | +73.9% | +56.0% |
| YTD | +129.0% | -22.8% | +151.8% | +136.8% |
| 1Y | +112.0% | -28.8% | +140.8% | +123.2% |
| 3Y | +102.3% | -4.0% | +106.3% | +92.4% |
| 5Y | +224.5% | +3.8% | +220.7% | +194.6% |
| All | +86.1% | +173.6% | -87.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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