+91.4%
USO vs EMR
+60.1%
+31.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.6% |
| 7D | +6.2% | +0.9% | +5.3% | +6.3% |
| 30D | +19.1% | -5.0% | +24.1% | +18.9% |
| 3M | +14.2% | +5.9% | +8.3% | +14.3% |
| 6M | +43.7% | +7.3% | +36.4% | +44.1% |
| YTD | +116.8% | +14.6% | +102.3% | +113.1% |
| 1Y | +104.3% | +15.6% | +88.7% | +99.8% |
| All | +91.4% | +60.1% | +31.3% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling