-73.2%
USO vs EME
+3,180.4%
-3,253.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.3% | +2.2% |
| 7D | +3.6% | +5.2% | -1.6% | +2.3% |
| 30D | +23.8% | -5.4% | +29.1% | +25.3% |
| 3M | +8.1% | -6.1% | +14.1% | +8.5% |
| 6M | +34.3% | +9.7% | +24.6% | +28.0% |
| YTD | +111.1% | +26.6% | +84.6% | +92.6% |
| 1Y | +99.9% | +24.6% | +75.3% | +81.0% |
| 3Y | +86.5% | +249.6% | -163.1% | +21.0% |
| 5Y | +200.5% | +556.6% | -356.0% | +58.9% |
| 10Y | +66.5% | +1,286.6% | -1,220.1% | -32.9% |
| All | -73.2% | +3,180.4% | -3,253.5% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling