+102.2%
USO vs ELAN
+13.9%
+88.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -6.9% |
| 7D | -12.7% | +11.7% | -24.4% | -8.8% |
| 30D | +1.0% | +12.4% | -11.5% | +5.8% |
| 3M | +25.6% | -1.1% | +26.7% | +26.3% |
| 6M | -1.5% | +12.4% | -13.9% | +7.6% |
| YTD | +110.3% | +11.8% | +98.4% | +125.0% |
| 1Y | +102.2% | +12.5% | +89.7% | +116.3% |
| All | +102.2% | +13.9% | +88.3% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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