+12.7%
USO vs ESTC
+24.7%
-12.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.7% | -2.6% | -0.1% | -2.6% |
| 30D | -6.3% | -8.6% | +2.3% | -5.8% |
| 3M | +10.9% | +14.4% | -3.5% | +9.2% |
| 6M | +2.0% | +73.3% | -71.3% | -3.2% |
| YTD | +104.6% | +15.7% | +88.8% | +99.7% |
| 1Y | +94.5% | -7.6% | +102.1% | +93.6% |
| 3Y | +97.1% | +14.6% | +82.5% | +86.7% |
| 5Y | +151.6% | -50.0% | +201.7% | +155.9% |
| All | +12.7% | +24.7% | -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