+77.0%
USO vs STRL
+7,055.3%
-6,978.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.8% |
| 7D | +6.2% | +8.2% | -2.0% | +5.7% |
| 30D | +19.1% | -6.3% | +25.4% | +19.5% |
| 3M | +14.2% | -41.2% | +55.4% | +17.4% |
| 6M | +43.7% | +20.4% | +23.4% | +37.7% |
| YTD | +116.8% | +61.7% | +55.2% | +100.6% |
| 1Y | +104.3% | +72.7% | +31.6% | +85.9% |
| 3Y | +91.5% | +530.9% | -439.4% | +43.3% |
| 5Y | +214.1% | +2,125.4% | -1,911.3% | +91.4% |
| 10Y | +77.0% | +7,301.3% | -7,224.3% | -11.9% |
| All | +77.0% | +7,055.3% | -6,978.3% | -11.9% |
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