+13.5%
STM vs USO
+101.6%
-88.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.6% | +6.4% |
| 7D | -5.6% | -9.1% | +3.5% | -6.4% |
| 30D | -14.4% | -3.7% | -10.7% | -14.6% |
| 3M | -20.5% | +20.9% | -41.4% | -19.1% |
| 6M | -24.5% | +6.8% | -31.3% | -23.9% |
| YTD | +72.7% | +106.3% | -33.6% | +67.2% |
| 1Y | +91.0% | +100.2% | -9.2% | +85.5% |
| 3Y | +13.5% | +103.1% | -89.6% | +6.9% |
| All | +13.5% | +101.6% | -88.1% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling