+465.1%
STM vs USO
+87.0%
+378.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +12.0% | -1.9% | +13.9% | +12.2% |
| 30D | -0.4% | -5.2% | +4.8% | 0.0% |
| 3M | -13.2% | +16.4% | -29.6% | -15.1% |
| 6M | -26.1% | +2.5% | -28.6% | -27.1% |
| YTD | +81.2% | +110.5% | -29.3% | +56.5% |
| 1Y | +98.3% | +108.4% | -10.1% | +71.4% |
| 3Y | +16.7% | +99.6% | -82.9% | 0.0% |
| 5Y | -4.8% | +160.1% | -164.9% | -26.0% |
| All | +465.1% | +87.0% | +378.0% | +401.6% |
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