+214.1%
USO vs EMR
+60.6%
+153.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | +6.2% | +0.9% | +5.3% | +6.1% |
| 30D | +19.1% | -5.0% | +24.1% | +19.8% |
| 3M | +14.2% | +5.9% | +8.3% | +12.7% |
| 6M | +43.7% | +7.3% | +36.4% | +40.5% |
| YTD | +116.8% | +14.6% | +102.3% | +106.0% |
| 1Y | +104.3% | +15.6% | +88.7% | +92.7% |
| 3Y | +91.5% | +60.2% | +31.4% | +55.0% |
| 5Y | +214.1% | +65.8% | +148.2% | +145.9% |
| All | +214.1% | +60.6% | +153.4% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling