-73.2%
USO vs EMR
+610.2%
-683.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -1.9% | +2.8% | -4.8% | -3.1% |
| 30D | -5.2% | +3.7% | -8.9% | -7.0% |
| 3M | +16.4% | +2.0% | +14.4% | +14.5% |
| 6M | +2.5% | +22.1% | -19.6% | -7.9% |
| YTD | +110.5% | +27.2% | +83.3% | +79.8% |
| 1Y | +108.4% | +32.0% | +76.4% | +74.7% |
| 3Y | +99.6% | +103.3% | -3.6% | +30.7% |
| 5Y | +160.1% | +88.2% | +71.8% | +73.4% |
| 10Y | +86.3% | +280.4% | -194.2% | -14.8% |
| All | -73.2% | +610.2% | -683.4% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling