+12.7%
USO vs ESTC
+24.6%
-12.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -10.6% | -3.6% | -7.0% | -10.4% |
| 30D | -4.6% | -11.2% | +6.6% | -3.8% |
| 3M | +12.3% | +14.3% | -2.0% | +10.6% |
| 6M | +5.9% | +67.0% | -61.1% | +0.7% |
| YTD | +104.5% | +15.7% | +88.9% | +99.7% |
| 1Y | +97.3% | -6.3% | +103.6% | +96.1% |
| 3Y | +97.0% | +14.5% | +82.5% | +86.7% |
| 5Y | +151.2% | -49.9% | +201.0% | +155.3% |
| All | +12.7% | +24.6% | -12.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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