+112.0%
USO vs ELF
-31.2%
+143.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.3% | +9.9% | +5.0% |
| 7D | +11.5% | -10.8% | +22.3% | +9.9% |
| 30D | +24.1% | +0.8% | +23.3% | +24.3% |
| 3M | +17.9% | +64.8% | -46.8% | +24.9% |
| 6M | +49.6% | +19.0% | +30.6% | +57.4% |
| YTD | +129.0% | +25.9% | +103.1% | +139.5% |
| 1Y | +112.0% | -28.8% | +140.8% | +128.5% |
| All | +112.0% | -31.2% | +143.2% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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