+213.1%
USO vs ELAN
-30.9%
+244.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.2% |
| 7D | +9.1% | -5.4% | +14.5% | +9.2% |
| 30D | +21.7% | +4.7% | +17.0% | +21.5% |
| 3M | +20.2% | -3.7% | +23.9% | +20.2% |
| 6M | +43.4% | -1.2% | +44.6% | +42.9% |
| YTD | +124.0% | +2.4% | +121.6% | +122.1% |
| 1Y | +112.2% | +23.4% | +88.8% | +107.0% |
| 3Y | +97.7% | +96.7% | +1.0% | +78.7% |
| All | +213.1% | -30.9% | +244.0% | +234.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling