-73.2%
USO vs EL
+677.8%
-751.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.6% |
| 7D | -1.4% | +2.7% | -4.1% | -2.0% |
| 30D | -4.6% | +10.8% | -15.4% | -6.6% |
| 3M | +14.7% | +26.5% | -11.7% | +8.7% |
| 6M | +1.2% | +31.1% | -29.9% | -5.7% |
| YTD | +111.2% | +6.6% | +104.6% | +101.8% |
| 1Y | +109.3% | +21.8% | +87.5% | +93.4% |
| 3Y | +103.5% | +1.8% | +101.7% | +84.7% |
| 5Y | +160.9% | -65.6% | +226.5% | +211.6% |
| 10Y | +86.9% | +60.3% | +26.6% | +32.3% |
| All | -73.2% | +677.8% | -751.0% | -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