+91.4%
USO vs STLA
-38.0%
+129.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.1% |
| 7D | +9.5% | +2.6% | +6.9% | +10.0% |
| 30D | +23.6% | -1.2% | +24.8% | +23.4% |
| 3M | +3.8% | -24.8% | +28.6% | -1.3% |
| 6M | +55.0% | -25.6% | +80.6% | +48.6% |
| YTD | +105.3% | -48.9% | +154.2% | +96.1% |
| 1Y | +91.4% | -38.8% | +130.1% | +89.5% |
| All | +91.4% | -38.0% | +129.4% | +89.5% |
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