+86.5%
USO vs ELF
-23.6%
+110.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +2.7% |
| 7D | +3.6% | -1.2% | +4.7% | +3.5% |
| 30D | +23.8% | +5.9% | +17.9% | +24.0% |
| 3M | +8.1% | +99.5% | -91.5% | +9.8% |
| 6M | +34.3% | +26.5% | +7.7% | +36.4% |
| YTD | +111.1% | +37.2% | +74.0% | +113.9% |
| 1Y | +99.9% | -24.4% | +124.3% | +104.5% |
| 3Y | +86.5% | -23.3% | +109.8% | +84.7% |
| All | +86.5% | -23.6% | +110.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling