+102.2%
USO vs STLA
-53.0%
+155.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.9% | -7.4% |
| 7D | -12.7% | -0.6% | -12.1% | -12.6% |
| 30D | +1.0% | +3.6% | -2.6% | +1.8% |
| 3M | +25.6% | -20.6% | +46.2% | +20.3% |
| 6M | -1.5% | -34.3% | +32.8% | -9.3% |
| YTD | +110.3% | -57.3% | +167.6% | +93.7% |
| 1Y | +102.2% | -52.6% | +154.8% | +87.6% |
| All | +102.2% | -53.0% | +155.1% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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