+29.6%
SNOW vs USO
+449.3%
-419.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -2.4% | +9.1% | -11.5% | -3.0% |
| 30D | -1.0% | +21.7% | -22.7% | -2.2% |
| 3M | +36.9% | +20.2% | +16.6% | +35.0% |
| 6M | +83.4% | +43.4% | +40.0% | +77.6% |
| YTD | +50.0% | +124.0% | -74.0% | +39.0% |
| 1Y | +46.5% | +112.2% | -65.7% | +36.4% |
| 3Y | +93.3% | +97.7% | -4.3% | +79.7% |
| 5Y | +3.3% | +217.4% | -214.1% | -17.3% |
| All | +29.6% | +449.3% | -419.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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