+32.8%
SNOW vs USO
+403.4%
-370.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +9.5% | -6.7% | +2.2% |
| 30D | +6.4% | +23.6% | -17.2% | +5.0% |
| 3M | +38.1% | +3.8% | +34.3% | +37.6% |
| 6M | +100.4% | +55.0% | +45.3% | +92.0% |
| YTD | +53.7% | +105.3% | -51.6% | +43.2% |
| 1Y | +52.0% | +91.4% | -39.4% | +42.5% |
| 3Y | +114.7% | +84.6% | +30.1% | +100.3% |
| 5Y | +8.8% | +191.7% | -183.0% | -12.5% |
| All | +32.8% | +403.4% | -370.6% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling