+73.4%
USO vs ELF
+373.0%
-299.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.4% | +3.4% |
| 7D | -1.4% | +3.4% | -4.8% | -1.5% |
| 30D | -4.6% | +5.0% | -9.6% | -4.7% |
| 3M | +14.7% | +22.6% | -7.8% | +14.0% |
| 6M | +1.2% | +104.0% | -102.7% | -1.5% |
| YTD | +111.2% | +49.3% | +61.9% | +107.1% |
| 1Y | +109.3% | +46.0% | +63.3% | +105.4% |
| 3Y | +103.5% | +19.4% | +84.1% | +93.3% |
| 5Y | +160.9% | +262.0% | -101.1% | +118.4% |
| 10Y | +86.9% | +320.5% | -233.6% | +41.1% |
| All | +73.4% | +373.0% | -299.6% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling