+112.0%
USO vs EL
+11.6%
+100.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.0% |
| 7D | +11.5% | -4.4% | +15.8% | +10.4% |
| 30D | +24.1% | +10.3% | +13.8% | +27.2% |
| 3M | +17.9% | +13.4% | +4.6% | +22.6% |
| 6M | +49.6% | +3.1% | +46.5% | +58.4% |
| YTD | +129.0% | -6.9% | +135.9% | +139.4% |
| 1Y | +112.0% | +11.9% | +100.1% | +118.4% |
| All | +112.0% | +11.6% | +100.4% | +118.4% |
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