+128.5%
EEM vs USO
+86.2%
+42.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | -1.3% | +9.1% | -10.4% | -2.2% |
| 30D | +2.1% | +21.7% | -19.6% | -0.1% |
| 3M | +1.0% | +20.2% | -19.2% | -1.4% |
| 6M | +15.9% | +43.4% | -27.4% | +9.1% |
| YTD | +24.6% | +124.0% | -99.3% | +9.2% |
| 1Y | +32.3% | +112.2% | -79.9% | +16.7% |
| 3Y | +85.9% | +97.7% | -11.7% | +63.5% |
| 5Y | +45.4% | +217.4% | -172.1% | +14.5% |
| All | +128.5% | +86.2% | +42.3% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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