+199.6%
ARM vs USO
+80.5%
+119.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.7% |
| 7D | +9.1% | -1.9% | +11.0% | +9.0% |
| 30D | -19.9% | -5.2% | -14.8% | -20.2% |
| 3M | -31.6% | +16.4% | -48.1% | -30.9% |
| 6M | -13.9% | +2.5% | -16.4% | -12.7% |
| YTD | +74.3% | +110.5% | -36.2% | +46.7% |
| 1Y | +35.8% | +108.4% | -72.6% | +14.6% |
| 3Y | +268.6% | +99.6% | +169.0% | +193.5% |
| All | +199.6% | +80.5% | +119.1% | +127.1% |
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 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