-50.0%
USO vs AR
-33.4%
-16.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -12.1% | -14.3% | +2.2% | -8.8% |
| 30D | +3.1% | +1.4% | +1.7% | +2.8% |
| 3M | +24.9% | +3.4% | +21.5% | +24.0% |
| 6M | +10.8% | -2.1% | +12.9% | +11.5% |
| YTD | +114.6% | +4.7% | +109.9% | +112.5% |
| 1Y | +109.4% | +10.6% | +98.8% | +104.6% |
| 3Y | +98.1% | +24.6% | +73.5% | +83.9% |
| 5Y | +162.4% | +71.9% | +90.5% | +119.2% |
| 10Y | +85.9% | +46.4% | +39.5% | +76.9% |
| All | -50.0% | -33.4% | -16.6% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling