-47.7%
USO vs STLA
+263.8%
-311.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +9.5% | +2.6% | +6.9% | +9.1% |
| 30D | +23.6% | -1.2% | +24.8% | +23.6% |
| 3M | +3.8% | -24.8% | +28.6% | +6.9% |
| 6M | +55.0% | -25.6% | +80.6% | +58.6% |
| YTD | +105.3% | -48.9% | +154.2% | +118.9% |
| 1Y | +91.4% | -38.8% | +130.1% | +98.0% |
| 3Y | +84.6% | -64.5% | +149.1% | +100.8% |
| 5Y | +191.7% | -62.4% | +254.2% | +209.2% |
| 10Y | +73.3% | +55.4% | +17.9% | +50.7% |
| All | -47.7% | +263.8% | -311.5% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling