+81.0%
USO vs STZ
+12.8%
+68.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | -6.3% | +14.9% | -21.3% | -8.2% |
| 3M | +10.9% | +8.4% | +2.4% | +9.3% |
| 6M | +2.0% | +2.8% | -0.8% | +1.2% |
| YTD | +104.6% | +7.5% | +97.0% | +100.2% |
| 1Y | +94.5% | +12.5% | +82.0% | +88.8% |
| 3Y | +97.1% | -35.4% | +132.5% | +107.6% |
| 5Y | +151.6% | -29.3% | +180.9% | +156.8% |
| 10Y | +81.0% | +11.8% | +69.2% | +90.4% |
| All | +81.0% | +12.8% | +68.2% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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