+84.4%
USO vs STT
+198.3%
-113.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.9% | +4.8% | -6.7% | -3.2% |
| 30D | -5.2% | +3.9% | -9.1% | -6.4% |
| 3M | +16.4% | -8.2% | +24.6% | +18.6% |
| 6M | +2.5% | +15.6% | -13.1% | -2.5% |
| YTD | +110.5% | +37.6% | +72.9% | +88.6% |
| 1Y | +108.4% | +50.1% | +58.3% | +81.7% |
| 3Y | +99.6% | +183.1% | -83.4% | +39.3% |
| 5Y | +160.1% | +104.8% | +55.2% | +95.4% |
| All | +84.4% | +198.3% | -113.9% | +11.0% |
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