+100.3%
USO vs STLA
-76.9%
+177.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.3% | +3.0% |
| 7D | -1.4% | -13.1% | +11.6% | -2.0% |
| 30D | -4.6% | -13.3% | +8.7% | -5.1% |
| 3M | +14.7% | -27.9% | +42.6% | +13.4% |
| 6M | +1.2% | -47.8% | +49.1% | -1.0% |
| YTD | +111.2% | -64.6% | +175.8% | +109.9% |
| 1Y | +109.3% | -64.0% | +173.3% | +107.8% |
| All | +100.3% | -76.9% | +177.2% | +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