-73.9%
USO vs STRL
+1,927.0%
-2,001.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -0.6% |
| 7D | +9.5% | +3.4% | +6.1% | +9.1% |
| 30D | +23.6% | -9.2% | +32.8% | +24.5% |
| 3M | +3.8% | -51.0% | +54.9% | +10.0% |
| 6M | +55.0% | +15.8% | +39.3% | +46.9% |
| YTD | +105.3% | +58.9% | +46.4% | +86.8% |
| 1Y | +91.4% | +68.5% | +22.9% | +71.2% |
| 3Y | +84.6% | +485.2% | -400.7% | +36.1% |
| 5Y | +191.7% | +2,005.1% | -1,813.4% | +78.4% |
| 10Y | +73.3% | +7,118.0% | -7,044.7% | -14.6% |
| All | -73.9% | +1,927.0% | -2,001.0% | -86.8% |
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