+159.6%
USO vs STLA
-74.6%
+234.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.9% | -13.8% | +11.9% | -1.8% |
| 30D | -5.2% | -10.5% | +5.3% | -5.2% |
| 3M | +16.4% | -28.9% | +45.3% | +16.7% |
| 6M | +2.5% | -49.7% | +52.2% | +3.3% |
| YTD | +110.5% | -64.9% | +175.4% | +116.8% |
| 1Y | +108.4% | -64.0% | +172.4% | +114.1% |
| 3Y | +99.6% | -77.4% | +177.1% | +108.8% |
| All | +159.6% | -74.6% | +234.2% | +183.5% |
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 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