+94.8%
SNOW vs USO
+90.0%
+4.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.3% |
| 7D | +8.4% | +6.2% | +2.1% | +8.2% |
| 30D | -1.0% | +19.1% | -20.1% | -1.5% |
| 3M | +38.3% | +14.2% | +24.1% | +37.6% |
| 6M | +81.3% | +43.7% | +37.5% | +77.3% |
| YTD | +51.1% | +116.8% | -65.7% | +42.0% |
| 1Y | +47.0% | +104.3% | -57.4% | +38.9% |
| All | +94.8% | +90.0% | +4.8% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling