-74.0%
USO vs STT
+343.9%
-417.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | -6.3% | -0.4% | -5.9% | -6.4% |
| 3M | +10.9% | -6.5% | +17.3% | +12.1% |
| 6M | +2.0% | +17.2% | -15.2% | -2.2% |
| YTD | +104.6% | +38.2% | +66.3% | +87.7% |
| 1Y | +94.5% | +49.3% | +45.2% | +75.3% |
| 3Y | +97.1% | +181.9% | -84.9% | +51.6% |
| 5Y | +151.6% | +106.9% | +44.7% | +102.8% |
| 10Y | +81.0% | +203.1% | -122.1% | +29.1% |
| All | -74.0% | +343.9% | -417.9% | -85.0% |
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 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