+91.4%
USO vs ARMK
+47.4%
+44.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +9.5% | -2.4% | +11.9% | +9.0% |
| 30D | +23.6% | 0.0% | +23.5% | +23.6% |
| 3M | +3.8% | +6.7% | -2.8% | +5.2% |
| 6M | +55.0% | +38.8% | +16.2% | +65.5% |
| YTD | +105.3% | +55.2% | +50.1% | +117.5% |
| 1Y | +91.4% | +46.6% | +44.8% | +104.1% |
| All | +91.4% | +47.4% | +44.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling