+86.1%
USO vs EL
+25.3%
+60.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.9% |
| 7D | +11.5% | -4.4% | +15.8% | +11.9% |
| 30D | +24.1% | +10.3% | +13.8% | +22.4% |
| 3M | +17.9% | +13.4% | +4.6% | +15.7% |
| 6M | +49.6% | +3.1% | +46.5% | +47.8% |
| YTD | +129.0% | -6.9% | +135.9% | +128.0% |
| 1Y | +112.0% | +11.9% | +100.1% | +103.6% |
| 3Y | +102.3% | -33.8% | +136.1% | +106.7% |
| 5Y | +224.5% | -69.0% | +293.5% | +299.1% |
| All | +86.1% | +25.3% | +60.8% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling