+94.0%
USO vs SN
+490.7%
-396.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.2% |
| 7D | +9.5% | -9.3% | +18.8% | +8.8% |
| 30D | +23.6% | -4.8% | +28.4% | +23.2% |
| 3M | +3.8% | +40.4% | -36.6% | +5.8% |
| 6M | +55.0% | +50.9% | +4.1% | +59.4% |
| YTD | +105.3% | +54.9% | +50.3% | +110.3% |
| 1Y | +91.4% | +43.0% | +48.3% | +97.0% |
| 3Y | +84.6% | +391.8% | -307.3% | +83.7% |
| All | +94.0% | +490.7% | -396.7% | +92.5% |
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