+102.2%
USO vs ELV
+42.6%
+59.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.9% | -13.0% | -7.7% |
| 7D | -12.7% | +4.8% | -17.5% | -12.4% |
| 30D | +1.0% | +10.1% | -9.1% | +1.7% |
| 3M | +25.6% | +15.4% | +10.2% | +27.1% |
| 6M | -1.5% | +17.7% | -19.2% | +0.2% |
| YTD | +110.3% | +25.7% | +84.6% | +115.7% |
| 1Y | +102.2% | +39.9% | +62.3% | +110.9% |
| All | +102.2% | +42.6% | +59.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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