+104.3%
USO vs STRL
+72.5%
+31.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.6% |
| 7D | +6.2% | +8.2% | -2.0% | +7.0% |
| 30D | +19.1% | -6.3% | +25.4% | +18.6% |
| 3M | +14.2% | -41.2% | +55.4% | +9.6% |
| 6M | +43.7% | +20.4% | +23.4% | +57.2% |
| YTD | +116.8% | +61.7% | +55.2% | +137.5% |
| 1Y | +104.3% | +72.7% | +31.6% | +129.5% |
| All | +104.3% | +72.5% | +31.8% | +129.5% |
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 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