-72.7%
USO vs STRL
+953.4%
-1,026.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.2% |
| 7D | -12.1% | -26.9% | +14.8% | -9.7% |
| 30D | +3.1% | -52.7% | +55.8% | +9.8% |
| 3M | +24.9% | -52.8% | +77.7% | +32.5% |
| 6M | +10.8% | -71.5% | +82.3% | +22.0% |
| YTD | +114.6% | -17.4% | +132.0% | +105.7% |
| 1Y | +109.4% | -35.0% | +144.3% | +105.5% |
| 3Y | +98.1% | +239.2% | -141.1% | +52.3% |
| 5Y | +162.4% | +830.2% | -667.7% | +72.9% |
| 10Y | +85.9% | +3,574.7% | -3,488.8% | -3.1% |
| All | -72.7% | +953.4% | -1,026.1% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling