-72.7%
USO vs STLD
+2,353.5%
-2,426.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -12.1% | -11.1% | -1.0% | -9.5% |
| 30D | +3.1% | -4.8% | +7.9% | +4.2% |
| 3M | +24.9% | -14.6% | +39.4% | +29.3% |
| 6M | +10.8% | -7.4% | +18.2% | +11.4% |
| YTD | +114.6% | +32.6% | +82.0% | +93.7% |
| 1Y | +109.4% | +47.3% | +62.1% | +83.3% |
| 3Y | +98.1% | +107.5% | -9.4% | +53.4% |
| 5Y | +162.4% | +268.8% | -106.4% | +64.7% |
| 10Y | +85.9% | +883.3% | -797.4% | -18.4% |
| All | -72.7% | +2,353.5% | -2,426.2% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling