-75.4%
USO vs EMB
+132.1%
-207.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | 0.0% | +9.5% | +9.4% |
| 30D | +23.6% | -0.3% | +23.9% | +23.7% |
| 3M | +3.8% | -0.4% | +4.2% | +3.8% |
| 6M | +55.0% | +0.1% | +54.9% | +53.4% |
| YTD | +105.3% | +1.6% | +103.7% | +100.9% |
| 1Y | +91.4% | +5.6% | +85.8% | +82.1% |
| 3Y | +84.6% | +29.8% | +54.7% | +50.3% |
| 5Y | +191.7% | +7.3% | +184.5% | +174.5% |
| 10Y | +73.3% | +30.4% | +42.9% | +45.9% |
| All | -75.4% | +132.1% | -207.5% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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