+86.1%
USO vs EMR
+274.4%
-188.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +6.1% |
| 7D | +11.5% | -1.2% | +12.7% | +11.9% |
| 30D | +24.1% | -9.4% | +33.5% | +28.4% |
| 3M | +17.9% | +8.6% | +9.4% | +13.0% |
| 6M | +49.6% | +6.7% | +42.9% | +41.0% |
| YTD | +129.0% | +13.1% | +115.9% | +107.9% |
| 1Y | +112.0% | +12.7% | +99.3% | +91.5% |
| 3Y | +102.3% | +58.1% | +44.2% | +48.4% |
| 5Y | +224.5% | +63.6% | +160.9% | +128.7% |
| All | +86.1% | +274.4% | -188.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling