+213.1%
USO vs ELV
+24.6%
+188.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.5% | -2.2% | +3.2% |
| 7D | +9.1% | +2.8% | +6.4% | +9.1% |
| 30D | +21.7% | +4.9% | +16.8% | +21.6% |
| 3M | +20.2% | +4.9% | +15.3% | +20.2% |
| 6M | +43.4% | +45.1% | -1.7% | +42.9% |
| YTD | +124.0% | +20.7% | +103.3% | +123.3% |
| 1Y | +112.2% | +35.0% | +77.2% | +110.8% |
| 3Y | +97.7% | -2.4% | +100.1% | +96.9% |
| All | +213.1% | +24.6% | +188.5% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling