+104.3%
USO vs ESTC
-6.1%
+110.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.6% |
| 7D | +6.2% | -3.3% | +9.6% | +6.1% |
| 30D | +19.1% | +13.4% | +5.7% | +19.9% |
| 3M | +14.2% | +41.3% | -27.1% | +16.4% |
| 6M | +43.7% | +62.6% | -18.8% | +46.7% |
| YTD | +116.8% | +14.8% | +102.1% | +119.1% |
| 1Y | +104.3% | -5.1% | +109.4% | +104.3% |
| All | +104.3% | -6.1% | +110.4% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling