+91.4%
USO vs STRL
+76.3%
+15.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | +0.4% |
| 7D | +9.5% | +3.4% | +6.1% | +9.8% |
| 30D | +23.6% | -9.2% | +32.8% | +22.7% |
| 3M | +3.8% | -51.0% | +54.9% | -2.4% |
| 6M | +55.0% | +15.8% | +39.3% | +69.2% |
| YTD | +105.3% | +58.9% | +46.4% | +124.2% |
| 1Y | +91.4% | +68.5% | +22.9% | +113.1% |
| All | +91.4% | +76.3% | +15.1% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling