+102.2%
USO vs EL
+25.6%
+76.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.3% | -14.4% | -6.3% |
| 7D | -12.7% | +2.5% | -15.2% | -11.9% |
| 30D | +1.0% | +20.1% | -19.1% | +6.7% |
| 3M | +25.6% | +29.3% | -3.7% | +36.0% |
| 6M | -1.5% | +38.8% | -40.3% | +10.1% |
| YTD | +110.3% | +8.1% | +102.1% | +130.0% |
| 1Y | +102.2% | +22.3% | +79.8% | +119.0% |
| All | +102.2% | +25.6% | +76.5% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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