+200.5%
USO vs STT
+150.3%
+50.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | +3.6% | +2.2% | +1.4% | +3.3% |
| 30D | +23.8% | +3.9% | +19.9% | +23.1% |
| 3M | +8.1% | +19.2% | -11.1% | +5.3% |
| 6M | +34.3% | +60.4% | -26.1% | +24.4% |
| YTD | +111.1% | +51.5% | +59.7% | +97.1% |
| 1Y | +99.9% | +76.3% | +23.6% | +80.8% |
| 3Y | +86.5% | +200.7% | -114.2% | +49.0% |
| 5Y | +200.5% | +157.5% | +43.1% | +135.1% |
| All | +200.5% | +150.3% | +50.2% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling