+151.6%
USO vs EL
-64.9%
+216.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -6.3% | +12.3% | -18.6% | -6.2% |
| 3M | +10.9% | +28.4% | -17.5% | +11.0% |
| 6M | +2.0% | +36.7% | -34.7% | +2.0% |
| YTD | +104.6% | +8.4% | +96.2% | +106.6% |
| 1Y | +94.5% | +25.4% | +69.1% | +94.2% |
| 3Y | +97.1% | +3.4% | +93.6% | +93.7% |
| 5Y | +151.6% | -64.8% | +216.4% | +180.2% |
| All | +151.6% | -64.9% | +216.5% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling