+195.5%
USO vs AR
+143.7%
+51.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +9.5% | +2.5% | +7.0% | +8.6% |
| 30D | +23.6% | +14.8% | +8.8% | +18.4% |
| 3M | +3.8% | +6.2% | -2.4% | +1.9% |
| 6M | +55.0% | +4.3% | +50.8% | +53.2% |
| YTD | +105.3% | +14.4% | +90.9% | +97.0% |
| 1Y | +91.4% | +21.3% | +70.0% | +79.9% |
| 3Y | +84.6% | +39.8% | +44.8% | +60.6% |
| All | +195.5% | +143.7% | +51.8% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling