+213.1%
USO vs EME
+575.5%
-362.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.4% |
| 7D | +9.1% | +3.5% | +5.6% | +8.9% |
| 30D | +21.7% | -6.3% | +28.0% | +22.1% |
| 3M | +20.2% | -3.8% | +24.0% | +20.5% |
| 6M | +43.4% | +8.5% | +34.9% | +41.3% |
| YTD | +124.0% | +27.8% | +96.2% | +115.4% |
| 1Y | +112.2% | +22.2% | +90.0% | +103.9% |
| 3Y | +97.7% | +253.5% | -155.8% | +54.9% |
| All | +213.1% | +575.5% | -362.5% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling