+76.1%
USO vs STRL
+3,927.3%
-3,851.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -10.6% | -19.8% | +9.3% | -9.6% |
| 30D | -4.6% | -43.6% | +39.0% | -1.8% |
| 3M | +12.3% | -45.2% | +57.5% | +15.5% |
| 6M | +5.9% | -65.7% | +71.6% | +11.3% |
| YTD | +104.5% | -5.4% | +110.0% | +94.3% |
| 1Y | +97.3% | -24.7% | +122.0% | +91.2% |
| 3Y | +97.0% | +335.0% | -238.0% | +49.1% |
| 5Y | +151.2% | +915.3% | -764.1% | +63.7% |
| 10Y | +76.1% | +3,877.5% | -3,801.4% | +12.5% |
| All | +76.1% | +3,927.3% | -3,851.2% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling