+68.5%
USO vs ELF
+357.0%
-288.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.2% |
| 7D | +9.5% | +5.4% | +4.1% | +9.3% |
| 30D | +23.6% | +27.0% | -3.4% | +22.6% |
| 3M | +3.8% | +113.2% | -109.4% | +0.9% |
| 6M | +55.0% | +36.6% | +18.5% | +53.2% |
| YTD | +105.3% | +44.2% | +61.0% | +101.6% |
| 1Y | +91.4% | -18.0% | +109.4% | +92.6% |
| 3Y | +84.6% | -19.9% | +104.5% | +80.0% |
| 5Y | +191.7% | +257.7% | -66.0% | +143.6% |
| All | +68.5% | +357.0% | -288.4% | +27.0% |
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