+86.5%
USO vs ARES
+47.3%
+39.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.9% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +23.8% | +1.3% | +22.5% | +23.7% |
| 3M | +8.1% | +10.4% | -2.3% | +7.7% |
| 6M | +34.3% | +29.0% | +5.2% | +32.0% |
| YTD | +111.1% | -12.2% | +123.3% | +118.9% |
| 1Y | +99.9% | -18.4% | +118.4% | +109.3% |
| 3Y | +86.5% | +43.2% | +43.3% | +80.1% |
| All | +86.5% | +47.3% | +39.2% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling