+77.0%
USO vs STT
+262.1%
-185.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +6.2% | +1.0% | +5.3% | +6.0% |
| 30D | +19.1% | +2.8% | +16.3% | +18.0% |
| 3M | +14.2% | +18.1% | -3.9% | +8.6% |
| 6M | +43.7% | +59.2% | -15.5% | +24.6% |
| YTD | +116.8% | +51.5% | +65.4% | +89.8% |
| 1Y | +104.3% | +75.7% | +28.7% | +70.4% |
| 3Y | +91.5% | +200.8% | -109.2% | +31.8% |
| 5Y | +214.1% | +155.8% | +58.3% | +119.4% |
| 10Y | +77.0% | +266.4% | -189.3% | -2.3% |
| All | +77.0% | +262.1% | -185.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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