-51.1%
USO vs ARES
+1,196.0%
-1,247.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +9.5% | -1.7% | +11.1% | +9.7% |
| 30D | +23.6% | +0.3% | +23.3% | +23.3% |
| 3M | +3.8% | +8.5% | -4.7% | +1.9% |
| 6M | +55.0% | +23.5% | +31.6% | +47.3% |
| YTD | +105.3% | -11.2% | +116.5% | +106.8% |
| 1Y | +91.4% | -19.3% | +110.7% | +95.7% |
| 3Y | +84.6% | +48.7% | +35.9% | +63.0% |
| 5Y | +191.7% | +106.5% | +85.2% | +133.9% |
| 10Y | +73.3% | +1,055.3% | -982.0% | -4.5% |
| All | -51.1% | +1,196.0% | -1,247.1% | -74.6% |
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