+94.0%
USO vs STZ
-35.6%
+129.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.8% |
| 30D | -6.3% | +14.9% | -21.3% | -5.3% |
| 3M | +10.9% | +8.4% | +2.4% | +11.5% |
| 6M | +2.0% | +2.8% | -0.8% | +2.5% |
| YTD | +104.6% | +7.5% | +97.0% | +105.7% |
| 1Y | +94.5% | +12.5% | +82.0% | +96.0% |
| All | +94.0% | -35.6% | +129.6% | +85.9% |
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 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