+151.6%
USO vs STZ
-28.3%
+179.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | -6.3% | +14.9% | -21.3% | -6.2% |
| 3M | +10.9% | +8.4% | +2.4% | +10.9% |
| 6M | +2.0% | +2.8% | -0.8% | +2.2% |
| YTD | +104.6% | +7.5% | +97.0% | +104.0% |
| 1Y | +94.5% | +12.5% | +82.0% | +93.8% |
| 3Y | +97.1% | -35.4% | +132.5% | +98.8% |
| 5Y | +151.6% | -29.3% | +180.9% | +119.9% |
| All | +151.6% | -28.3% | +179.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling