+81.0%
USO vs ARMK
+130.7%
-49.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.7% | +2.8% | -5.5% | -3.3% |
| 30D | -6.3% | -1.8% | -4.6% | -6.2% |
| 3M | +10.9% | -10.9% | +21.7% | +12.9% |
| 6M | +2.0% | +21.2% | -19.2% | -2.3% |
| YTD | +104.6% | +47.0% | +57.5% | +87.5% |
| 1Y | +94.5% | +42.9% | +51.7% | +79.2% |
| 3Y | +97.1% | +95.0% | +2.1% | +67.3% |
| 5Y | +151.6% | +106.2% | +45.4% | +106.5% |
| 10Y | +81.0% | +131.6% | -50.6% | +41.6% |
| All | +81.0% | +130.7% | -49.7% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling