+81.0%
USO vs STT
+199.5%
-118.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | -10.6% | +1.1% | -11.7% | -11.0% |
| 30D | -4.6% | -1.9% | -2.6% | -4.3% |
| 3M | +12.3% | -7.6% | +19.9% | +14.3% |
| 6M | +5.9% | +16.0% | -10.1% | +0.6% |
| YTD | +104.5% | +36.2% | +68.3% | +83.7% |
| 1Y | +97.3% | +46.8% | +50.5% | +73.1% |
| 3Y | +97.0% | +177.8% | -80.8% | +38.3% |
| 5Y | +151.2% | +105.8% | +45.3% | +88.2% |
| All | +81.0% | +199.5% | -118.5% | +7.2% |
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