+33.8%
USO vs ELAN
-29.1%
+62.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +5.9% |
| 7D | +11.5% | -6.4% | +17.9% | +12.1% |
| 30D | +24.1% | +0.6% | +23.5% | +23.9% |
| 3M | +17.9% | 0.0% | +18.0% | +17.6% |
| 6M | +49.6% | -3.4% | +53.0% | +48.3% |
| YTD | +129.0% | +1.0% | +128.0% | +125.0% |
| 1Y | +112.0% | +24.7% | +87.3% | +101.9% |
| 3Y | +102.3% | +97.2% | +5.0% | +71.4% |
| 5Y | +224.5% | -31.5% | +256.1% | +234.7% |
| All | +33.8% | -29.1% | +62.9% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling