-46.4%
USO vs STLA
+150.0%
-196.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.9% | -13.8% | +11.9% | -0.4% |
| 30D | -5.2% | -10.5% | +5.3% | -4.3% |
| 3M | +16.4% | -28.9% | +45.3% | +20.1% |
| 6M | +2.5% | -49.7% | +52.2% | +9.6% |
| YTD | +110.5% | -64.9% | +175.4% | +132.8% |
| 1Y | +108.4% | -64.0% | +172.4% | +129.3% |
| 3Y | +99.6% | -77.4% | +177.1% | +128.2% |
| 5Y | +160.1% | -74.4% | +234.5% | +186.5% |
| 10Y | +86.3% | -6.4% | +92.6% | +70.3% |
| All | -46.4% | +150.0% | -196.4% | -53.1% |
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