+664.5%
STM vs USO
+73.9%
+590.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.1% |
| 7D | +1.7% | +6.2% | -4.6% | +0.9% |
| 30D | -5.2% | +19.1% | -24.3% | -7.1% |
| 3M | -29.6% | +14.2% | -43.8% | -31.2% |
| 6M | +54.4% | +43.7% | +10.6% | +43.9% |
| YTD | +99.5% | +116.8% | -17.3% | +72.3% |
| 1Y | +100.8% | +104.3% | -3.6% | +74.8% |
| 3Y | +20.2% | +91.5% | -71.4% | +4.0% |
| 5Y | +21.1% | +214.1% | -192.9% | -9.2% |
| 10Y | +664.5% | +77.0% | +587.5% | +568.0% |
| All | +664.5% | +73.9% | +590.6% | +568.0% |
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