-75.5%
USO vs EMB
+128.3%
-203.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -6.3% | +1.5% | -7.9% | -7.3% |
| 3M | +10.9% | -1.6% | +12.4% | +11.7% |
| 6M | +2.0% | -1.5% | +3.5% | +2.4% |
| YTD | +104.6% | -0.1% | +104.6% | +101.9% |
| 1Y | +94.5% | +0.5% | +94.0% | +91.1% |
| 3Y | +97.1% | +30.2% | +66.8% | +59.8% |
| 5Y | +151.6% | +8.6% | +143.1% | +133.0% |
| 10Y | +81.0% | +36.9% | +44.1% | +48.6% |
| All | -75.5% | +128.3% | -203.8% | -81.6% |
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