-73.9%
USO vs STLD
+2,558.0%
-2,631.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +9.5% | +3.1% | +6.3% | +8.5% |
| 30D | +23.6% | -9.0% | +32.6% | +26.2% |
| 3M | +3.8% | -12.4% | +16.2% | +6.6% |
| 6M | +55.0% | +25.5% | +29.5% | +43.0% |
| YTD | +105.3% | +43.6% | +61.6% | +82.0% |
| 1Y | +91.4% | +87.2% | +4.2% | +57.1% |
| 3Y | +84.6% | +135.2% | -50.7% | +38.2% |
| 5Y | +191.7% | +290.9% | -99.1% | +80.6% |
| 10Y | +73.3% | +1,113.5% | -1,040.2% | -28.0% |
| All | -73.9% | +2,558.0% | -2,631.9% | -92.9% |
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