+86.5%
USO vs STRL
+531.3%
-444.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.4% | +3.0% |
| 7D | +3.6% | +10.1% | -6.5% | +3.9% |
| 30D | +23.8% | -8.2% | +32.0% | +23.5% |
| 3M | +8.1% | -43.7% | +51.7% | +6.5% |
| 6M | +34.3% | +27.1% | +7.2% | +36.1% |
| YTD | +111.1% | +64.0% | +47.2% | +111.9% |
| 1Y | +99.9% | +75.2% | +24.8% | +99.3% |
| 3Y | +86.5% | +539.9% | -453.4% | +80.0% |
| All | +86.5% | +531.3% | -444.8% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling