+3,574.7%
STX vs USO
+80.3%
+3,494.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.3% |
| 7D | +9.6% | +6.2% | +3.3% | +8.8% |
| 30D | +10.6% | +19.1% | -8.5% | +8.4% |
| 3M | +4.8% | +14.2% | -9.4% | +2.9% |
| 6M | +137.3% | +43.7% | +93.5% | +124.4% |
| YTD | +222.5% | +116.8% | +105.6% | +186.2% |
| 1Y | +366.2% | +104.3% | +261.9% | +316.8% |
| 3Y | +1,352.9% | +91.5% | +1,261.4% | +1,196.4% |
| 5Y | +1,077.4% | +214.1% | +863.4% | +851.2% |
| All | +3,574.7% | +80.3% | +3,494.4% | +3,205.3% |
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