+86.1%
USO vs ARES
+971.5%
-885.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +6.0% |
| 7D | +11.5% | -7.7% | +19.2% | +12.7% |
| 30D | +24.1% | -8.7% | +32.8% | +25.6% |
| 3M | +17.9% | +2.8% | +15.1% | +16.6% |
| 6M | +49.6% | +23.1% | +26.6% | +41.9% |
| YTD | +129.0% | -17.3% | +146.3% | +133.4% |
| 1Y | +112.0% | -24.3% | +136.3% | +119.2% |
| 3Y | +102.3% | +34.9% | +67.4% | +80.6% |
| 5Y | +224.5% | +93.5% | +131.1% | +159.7% |
| All | +86.1% | +971.5% | -885.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling