+100.7%
USO vs STZ
-14.3%
+115.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.8% |
| 7D | +6.2% | -6.0% | +12.3% | +5.4% |
| 30D | +19.1% | -8.9% | +28.0% | +17.7% |
| 3M | +14.2% | -12.6% | +26.8% | +12.9% |
| 6M | +43.7% | -17.2% | +61.0% | +41.8% |
| YTD | +116.8% | -10.0% | +126.9% | +110.3% |
| All | +100.7% | -14.3% | +115.0% | +91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling