-25.7%
STM vs USO
+4.4%
-30.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.6% | +5.7% |
| 7D | -5.6% | -9.1% | +3.5% | -7.7% |
| 30D | -14.4% | -3.7% | -10.7% | -14.8% |
| 3M | -20.5% | +20.9% | -41.4% | -15.6% |
| All | -25.7% | +4.4% | -30.1% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling