-73.9%
USO vs EL
+631.0%
-705.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.7% |
| 7D | +9.5% | +0.8% | +8.7% | +9.2% |
| 30D | +23.6% | +19.8% | +3.7% | +18.8% |
| 3M | +3.8% | +25.7% | -21.9% | -1.6% |
| 6M | +55.0% | +5.4% | +49.6% | +50.4% |
| YTD | +105.3% | +0.2% | +105.0% | +99.3% |
| 1Y | +91.4% | +20.4% | +70.9% | +76.8% |
| 3Y | +84.6% | -32.1% | +116.7% | +85.7% |
| 5Y | +191.7% | -67.2% | +258.9% | +251.7% |
| 10Y | +73.3% | +31.7% | +41.5% | +30.0% |
| All | -73.9% | +631.0% | -705.0% | -88.9% |
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