+86.1%
USO vs STLA
+51.6%
+34.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.6% |
| 7D | +11.5% | -3.8% | +15.3% | +12.0% |
| 30D | +24.1% | -3.1% | +27.2% | +24.4% |
| 3M | +17.9% | -19.6% | +37.6% | +20.9% |
| 6M | +49.6% | -23.5% | +73.1% | +52.6% |
| YTD | +129.0% | -51.5% | +180.5% | +149.0% |
| 1Y | +112.0% | -39.7% | +151.7% | +120.2% |
| 3Y | +102.3% | -66.3% | +168.6% | +125.6% |
| 5Y | +224.5% | -63.1% | +287.7% | +246.7% |
| All | +86.1% | +51.6% | +34.4% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling