+102.1%
USO vs EME
+237.6%
-135.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.6% |
| 7D | +11.5% | +0.9% | +10.5% | +11.5% |
| 30D | +24.1% | -8.4% | +32.5% | +24.1% |
| 3M | +17.9% | -3.6% | +21.5% | +18.2% |
| 6M | +49.6% | +3.6% | +46.1% | +48.8% |
| YTD | +129.0% | +22.5% | +106.5% | +123.5% |
| 1Y | +112.0% | +18.2% | +93.8% | +106.4% |
| All | +102.1% | +237.6% | -135.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling