+91.4%
USO vs AR
+22.7%
+68.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +9.5% | +2.5% | +7.0% | +8.1% |
| 30D | +23.6% | +14.8% | +8.8% | +15.2% |
| 3M | +3.8% | +6.2% | -2.4% | +0.3% |
| 6M | +55.0% | +4.3% | +50.8% | +51.5% |
| YTD | +105.3% | +14.4% | +90.9% | +94.2% |
| 1Y | +91.4% | +21.3% | +70.0% | +78.4% |
| All | +91.4% | +22.7% | +68.7% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling