+444.1%
STM vs USO
+75.1%
+369.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -7.9% | -10.6% | +2.7% | -6.8% |
| 30D | -14.1% | -4.6% | -9.6% | -13.9% |
| 3M | -17.6% | +12.3% | -29.9% | -19.1% |
| 6M | -24.2% | +5.9% | -30.1% | -25.7% |
| YTD | +73.3% | +104.5% | -31.2% | +50.1% |
| 1Y | +90.1% | +97.3% | -7.2% | +65.6% |
| 3Y | +10.3% | +97.0% | -86.7% | -5.5% |
| 5Y | -5.7% | +151.2% | -156.9% | -26.3% |
| 10Y | +444.1% | +76.1% | +368.0% | +383.4% |
| All | +444.1% | +75.1% | +369.0% | +383.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling