+103.1%
USO vs SNAP
-55.0%
+158.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.8% | -5.7% | -3.8% |
| 7D | -9.1% | -7.3% | -1.7% | -9.2% |
| 30D | -3.7% | -18.9% | +15.2% | -4.1% |
| 3M | +20.9% | -5.3% | +26.2% | +20.9% |
| 6M | +6.8% | -16.9% | +23.7% | +7.2% |
| YTD | +106.3% | -37.4% | +143.7% | +110.6% |
| 1Y | +100.2% | -38.5% | +138.7% | +104.4% |
| 3Y | +103.1% | -55.1% | +158.1% | +124.5% |
| All | +103.1% | -55.0% | +158.1% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling