-49.9%
USO vs ARES
+1,157.9%
-1,207.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -5.2% | +19.7% | -24.9% | -7.9% |
| 3M | +16.4% | -9.0% | +25.4% | +17.6% |
| 6M | +2.5% | +11.5% | -9.1% | -0.5% |
| YTD | +110.5% | -13.8% | +124.3% | +112.2% |
| 1Y | +108.4% | -5.6% | +114.0% | +105.9% |
| 3Y | +99.6% | +36.1% | +63.5% | +79.1% |
| 5Y | +160.1% | +82.7% | +77.4% | +113.7% |
| 10Y | +86.3% | +1,101.7% | -1,015.4% | +1.8% |
| All | -49.9% | +1,157.9% | -1,207.8% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling