-73.9%
USO vs STZ
+535.3%
-609.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +9.5% | -1.9% | +11.4% | +9.8% |
| 30D | +23.6% | -1.9% | +25.5% | +23.8% |
| 3M | +3.8% | -6.2% | +10.1% | +4.7% |
| 6M | +55.0% | -14.0% | +69.1% | +58.3% |
| YTD | +105.3% | -5.1% | +110.4% | +105.0% |
| 1Y | +91.4% | -9.6% | +100.9% | +92.5% |
| 3Y | +84.6% | -47.2% | +131.8% | +103.8% |
| 5Y | +191.7% | -33.6% | +225.3% | +203.3% |
| 10Y | +73.3% | -9.8% | +83.1% | +63.9% |
| All | -73.9% | +535.3% | -609.2% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling