+112.2%
USO vs STLA
-40.1%
+152.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -1.8% |
| 7D | +9.1% | -2.9% | +12.0% | +8.6% |
| 30D | +21.7% | +0.9% | +20.7% | +22.1% |
| 3M | +20.2% | -21.6% | +41.9% | +15.3% |
| 6M | +43.4% | -21.6% | +65.0% | +37.3% |
| YTD | +124.0% | -50.4% | +174.4% | +114.9% |
| 1Y | +112.2% | -43.6% | +155.8% | +105.7% |
| All | +112.2% | -40.1% | +152.3% | +105.7% |
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