+208.2%
EEM vs USO
-72.5%
+280.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.2% |
| 7D | +2.0% | +6.2% | -4.3% | +0.4% |
| 30D | +5.1% | +19.1% | -14.0% | +0.3% |
| 3M | +4.6% | +14.2% | -9.6% | -0.2% |
| 6M | +17.8% | +43.7% | -26.0% | +2.6% |
| YTD | +25.8% | +116.8% | -91.0% | -3.6% |
| 1Y | +36.4% | +104.3% | -68.0% | +6.0% |
| 3Y | +90.0% | +91.5% | -1.5% | +46.2% |
| 5Y | +46.6% | +214.1% | -167.5% | -9.0% |
| 10Y | +132.3% | +77.0% | +55.2% | +54.9% |
| All | +208.2% | -72.5% | +280.7% | +308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling