+85.0%
USO vs STLD
+790.2%
-705.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +3.4% |
| 7D | -1.4% | +6.9% | -8.3% | -3.0% |
| 30D | -4.6% | -1.5% | -3.1% | -4.5% |
| 3M | +14.7% | -9.7% | +24.4% | +16.8% |
| 6M | +1.2% | +2.3% | -1.1% | -0.7% |
| YTD | +111.2% | +41.0% | +70.2% | +88.9% |
| 1Y | +109.3% | +51.8% | +57.5% | +83.4% |
| 3Y | +103.5% | +126.4% | -23.0% | +54.7% |
| 5Y | +160.9% | +285.7% | -124.8% | +59.7% |
| All | +85.0% | +790.2% | -705.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling