-71.5%
USO vs SNY
+120.0%
-191.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.1% | -3.3% | +12.4% | +10.0% |
| 30D | +21.7% | -2.2% | +23.8% | +22.3% |
| 3M | +20.2% | -3.0% | +23.3% | +20.8% |
| 6M | +43.4% | +2.7% | +40.6% | +41.0% |
| YTD | +124.0% | -6.8% | +130.8% | +125.7% |
| 1Y | +112.2% | -5.3% | +117.5% | +112.1% |
| 3Y | +97.7% | -9.8% | +107.4% | +93.7% |
| 5Y | +217.4% | +9.7% | +207.7% | +183.8% |
| 10Y | +82.8% | +64.5% | +18.3% | +37.4% |
| All | -71.5% | +120.0% | -191.5% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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