+86.5%
USO vs STZ
-50.3%
+136.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.6% | +8.5% | +2.4% |
| 7D | +3.6% | -7.4% | +11.0% | +3.0% |
| 30D | +23.8% | -10.9% | +34.7% | +22.7% |
| 3M | +8.1% | -13.4% | +21.5% | +7.1% |
| 6M | +34.3% | -16.2% | +50.5% | +33.0% |
| YTD | +111.1% | -10.4% | +121.6% | +109.5% |
| 1Y | +99.9% | -14.8% | +114.7% | +97.9% |
| 3Y | +86.5% | -50.1% | +136.6% | +78.3% |
| All | +86.5% | -50.3% | +136.8% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling