+174.6%
ARM vs USO
+84.0%
+90.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.8% |
| 7D | -15.2% | -12.1% | -3.1% | -16.2% |
| 30D | -40.7% | +3.1% | -43.8% | -40.4% |
| 3M | -39.1% | +24.9% | -63.9% | -38.2% |
| 6M | -26.4% | +10.8% | -37.2% | -25.4% |
| YTD | +59.7% | +114.6% | -54.8% | +34.6% |
| 1Y | +10.3% | +109.4% | -99.0% | -6.3% |
| 3Y | +228.9% | +98.1% | +130.7% | +158.3% |
| All | +174.6% | +84.0% | +90.6% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling