+58.9%
USO vs SNAP
-77.2%
+136.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | 0.0% |
| 7D | +9.5% | +0.7% | +8.7% | +9.4% |
| 30D | +23.6% | +2.6% | +20.9% | +23.4% |
| 3M | +3.8% | -9.9% | +13.7% | +4.0% |
| 6M | +55.0% | +1.9% | +53.2% | +54.4% |
| YTD | +105.3% | -32.2% | +137.5% | +107.3% |
| 1Y | +91.4% | -22.8% | +114.2% | +92.1% |
| 3Y | +84.6% | -47.6% | +132.2% | +84.9% |
| 5Y | +191.7% | -92.7% | +284.5% | +206.9% |
| All | +58.9% | -77.2% | +136.1% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling