+104.3%
USO vs SNAP
-26.1%
+130.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.3% |
| 7D | +6.2% | -5.0% | +11.3% | +5.3% |
| 30D | +19.1% | -0.7% | +19.8% | +19.4% |
| 3M | +14.2% | -5.0% | +19.2% | +16.1% |
| 6M | +43.7% | +3.5% | +40.2% | +49.9% |
| YTD | +116.8% | -34.2% | +151.0% | +126.8% |
| 1Y | +104.3% | -27.1% | +131.4% | +115.7% |
| All | +104.3% | -26.1% | +130.5% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling