+21.1%
STM vs USO
+86.9%
-65.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.3% |
| 7D | +5.2% | +3.6% | +1.6% | +5.5% |
| 30D | -7.4% | +23.8% | -31.1% | -5.6% |
| 3M | -30.6% | +8.1% | -38.7% | -29.9% |
| 6M | +66.4% | +34.3% | +32.1% | +68.6% |
| YTD | +101.1% | +111.1% | -10.0% | +98.9% |
| 1Y | +97.4% | +99.9% | -2.6% | +96.0% |
| 3Y | +21.1% | +86.5% | -65.4% | +13.9% |
| All | +21.1% | +86.9% | -65.7% | +13.9% |
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