-73.8%
USO vs STT
+335.6%
-409.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.2% | -7.1% | -4.6% |
| 7D | -9.1% | +0.9% | -10.0% | -9.4% |
| 30D | -3.7% | -2.3% | -1.4% | -3.4% |
| 3M | +20.9% | -7.0% | +27.9% | +22.4% |
| 6M | +6.8% | +15.5% | -8.7% | +2.7% |
| YTD | +106.3% | +35.6% | +70.7% | +90.1% |
| 1Y | +100.2% | +47.9% | +52.3% | +80.8% |
| 3Y | +103.1% | +181.1% | -78.0% | +56.3% |
| 5Y | +146.1% | +108.2% | +37.9% | +98.0% |
| 10Y | +73.5% | +201.0% | -127.5% | +24.0% |
| All | -73.8% | +335.6% | -409.3% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling