+86.5%
USO vs STLA
-65.4%
+151.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +5.9% | +2.7% |
| 7D | +3.6% | +0.7% | +2.8% | +3.6% |
| 30D | +23.8% | -2.4% | +26.1% | +23.7% |
| 3M | +8.1% | -23.9% | +31.9% | +7.0% |
| 6M | +34.3% | -24.6% | +58.9% | +32.7% |
| YTD | +111.1% | -50.5% | +161.7% | +111.9% |
| 1Y | +99.9% | -39.8% | +139.8% | +98.4% |
| 3Y | +86.5% | -65.6% | +152.1% | +86.5% |
| All | +86.5% | -65.4% | +151.9% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling