+82.0%
USO vs ELV
+280.2%
-198.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +9.1% | +3.2% | +5.9% | +8.6% |
| 30D | +21.7% | +5.4% | +16.3% | +20.6% |
| 3M | +20.2% | +5.4% | +14.9% | +18.9% |
| 6M | +43.4% | +45.7% | -2.4% | +34.2% |
| YTD | +124.0% | +21.2% | +102.8% | +114.8% |
| 1Y | +112.2% | +35.6% | +76.6% | +98.7% |
| 3Y | +97.7% | -2.0% | +99.7% | +92.3% |
| 5Y | +217.4% | +26.0% | +191.4% | +182.4% |
| All | +82.0% | +280.2% | -198.2% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling