+98.1%
USO vs STLD
+105.6%
-7.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -12.1% | -11.1% | -1.0% | -11.6% |
| 30D | +3.1% | -4.8% | +7.9% | +3.3% |
| 3M | +24.9% | -14.6% | +39.4% | +25.7% |
| 6M | +10.8% | -7.4% | +18.2% | +10.8% |
| YTD | +114.6% | +32.6% | +82.0% | +105.9% |
| 1Y | +109.4% | +47.3% | +62.1% | +97.1% |
| 3Y | +98.1% | +107.5% | -9.4% | +66.3% |
| All | +98.1% | +105.6% | -7.5% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling