+214.1%
USO vs ELF
+230.6%
-16.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +2.5% |
| 7D | +6.2% | -6.8% | +13.0% | +5.9% |
| 30D | +19.1% | +5.1% | +14.0% | +19.4% |
| 3M | +14.2% | +79.8% | -65.6% | +16.9% |
| 6M | +43.7% | +29.7% | +14.0% | +46.4% |
| YTD | +116.8% | +31.6% | +85.2% | +120.8% |
| 1Y | +104.3% | -27.9% | +132.3% | +107.0% |
| 3Y | +91.5% | -26.4% | +118.0% | +92.6% |
| 5Y | +214.1% | +235.6% | -21.5% | +275.1% |
| All | +214.1% | +230.6% | -16.6% | +275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling