+86.1%
USO vs STZ
-10.3%
+96.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.4% |
| 7D | +11.5% | -4.1% | +15.6% | +12.0% |
| 30D | +24.1% | -7.6% | +31.7% | +25.3% |
| 3M | +17.9% | -12.3% | +30.2% | +19.7% |
| 6M | +49.6% | -16.3% | +65.9% | +52.5% |
| YTD | +129.0% | -8.4% | +137.4% | +129.4% |
| 1Y | +112.0% | -10.8% | +122.8% | +113.0% |
| 3Y | +102.3% | -49.0% | +151.3% | +121.5% |
| 5Y | +224.5% | -36.5% | +261.0% | +234.7% |
| All | +86.1% | -10.3% | +96.4% | +90.9% |
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