+112.0%
USO vs EMR
+13.6%
+98.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +5.0% |
| 7D | +11.5% | -1.2% | +12.7% | +10.9% |
| 30D | +24.1% | -9.4% | +33.5% | +18.5% |
| 3M | +17.9% | +8.6% | +9.4% | +23.6% |
| 6M | +49.6% | +6.7% | +42.9% | +60.5% |
| YTD | +129.0% | +13.1% | +115.9% | +144.7% |
| 1Y | +112.0% | +12.7% | +99.3% | +126.5% |
| All | +112.0% | +13.6% | +98.4% | +126.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling