-26.4%
ARM vs USO
+9.7%
-36.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.8% |
| 7D | -15.2% | -12.1% | -3.1% | -19.9% |
| 30D | -40.7% | +3.1% | -43.8% | -38.9% |
| 3M | -39.1% | +24.9% | -63.9% | -32.0% |
| 6M | -26.4% | +10.8% | -37.2% | -16.7% |
| All | -26.4% | +9.7% | -36.1% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling