-73.2%
USO vs ELV
+574.0%
-647.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.2% | +3.1% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | +23.8% | +2.0% | +21.8% | +23.3% |
| 3M | +8.1% | -3.5% | +11.5% | +8.4% |
| 6M | +34.3% | +40.2% | -5.9% | +25.2% |
| YTD | +111.1% | +15.8% | +95.3% | +102.9% |
| 1Y | +99.9% | +33.2% | +66.8% | +86.1% |
| 3Y | +86.5% | -6.2% | +92.7% | +81.9% |
| 5Y | +200.5% | +16.4% | +184.1% | +174.2% |
| 10Y | +66.5% | +259.8% | -193.2% | +15.3% |
| All | -73.2% | +574.0% | -647.1% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling