+97.3%
USO vs STRL
-26.6%
+123.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.9% |
| 7D | -10.6% | -19.8% | +9.3% | -11.6% |
| 30D | -4.6% | -43.6% | +39.0% | -8.7% |
| 3M | +12.3% | -45.2% | +57.5% | +7.5% |
| 6M | +5.9% | -65.7% | +71.6% | -2.1% |
| YTD | +104.5% | -5.4% | +110.0% | +120.8% |
| 1Y | +97.3% | -24.7% | +122.0% | +115.9% |
| All | +97.3% | -26.6% | +123.9% | +115.9% |
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 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