+95.0%
USO vs SN
+681.9%
-586.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -3.6% |
| 7D | -9.1% | +7.6% | -16.7% | -8.5% |
| 30D | -3.7% | +24.1% | -27.8% | -2.1% |
| 3M | +20.9% | +23.7% | -2.8% | +23.1% |
| 6M | +6.8% | +105.5% | -98.7% | +11.7% |
| YTD | +106.3% | +105.1% | +1.2% | +116.0% |
| 1Y | +100.2% | +148.3% | -48.1% | +107.5% |
| 3Y | +103.1% | +438.7% | -335.6% | +105.8% |
| All | +95.0% | +681.9% | -586.9% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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