+214.1%
USO vs STLA
-63.2%
+277.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.7% |
| 7D | +6.2% | +0.4% | +5.9% | +6.2% |
| 30D | +19.1% | -5.2% | +24.3% | +19.2% |
| 3M | +14.2% | -24.9% | +39.1% | +14.8% |
| 6M | +43.7% | -25.2% | +68.9% | +43.9% |
| YTD | +116.8% | -51.4% | +168.3% | +123.4% |
| 1Y | +104.3% | -40.7% | +145.0% | +106.2% |
| 3Y | +91.5% | -66.3% | +157.8% | +98.4% |
| 5Y | +214.1% | -63.2% | +277.3% | +223.4% |
| All | +214.1% | -63.2% | +277.2% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling