+286.5%
ARM vs USO
+103.4%
+183.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -1.5% |
| 7D | +19.8% | -1.4% | +21.3% | +19.7% |
| 30D | -21.8% | -4.6% | -17.2% | -21.9% |
| 3M | -26.5% | +14.7% | -41.3% | -26.0% |
| 6M | -3.9% | +1.2% | -5.1% | -2.6% |
| YTD | +82.8% | +111.2% | -28.4% | +47.2% |
| 1Y | +34.3% | +109.3% | -75.0% | +8.5% |
| All | +286.5% | +103.4% | +183.1% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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