-73.2%
USO vs EL
+686.6%
-759.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | -1.9% | +1.5% | -3.4% | -2.2% |
| 30D | -5.2% | +10.0% | -15.2% | -7.1% |
| 3M | +16.4% | +28.4% | -12.0% | +10.0% |
| 6M | +2.5% | +37.1% | -34.6% | -5.4% |
| YTD | +110.5% | +7.8% | +102.7% | +100.7% |
| 1Y | +108.4% | +26.0% | +82.4% | +91.1% |
| 3Y | +99.6% | +3.8% | +95.8% | +80.4% |
| 5Y | +160.1% | -65.2% | +225.2% | +209.9% |
| 10Y | +86.3% | +62.1% | +24.1% | +31.5% |
| All | -73.2% | +686.6% | -759.8% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling