+200.5%
USO vs ESTC
-47.2%
+247.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +3.0% |
| 7D | +3.6% | -4.3% | +7.9% | +3.7% |
| 30D | +23.8% | +17.7% | +6.1% | +22.7% |
| 3M | +8.1% | +42.3% | -34.2% | +6.1% |
| 6M | +34.3% | +64.6% | -30.3% | +30.7% |
| YTD | +111.1% | +17.2% | +93.9% | +108.7% |
| 1Y | +99.9% | -4.2% | +104.1% | +99.6% |
| 3Y | +86.5% | +13.5% | +73.0% | +82.2% |
| 5Y | +200.5% | -45.5% | +246.1% | +205.3% |
| All | +200.5% | -47.2% | +247.7% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling