+77.0%
USO vs ARMK
+134.7%
-57.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | +19.1% | +2.4% | +16.7% | +18.4% |
| 3M | +14.2% | +6.1% | +8.2% | +12.7% |
| 6M | +43.7% | +41.8% | +2.0% | +33.4% |
| YTD | +116.8% | +55.5% | +61.3% | +97.2% |
| 1Y | +104.3% | +49.6% | +54.8% | +87.0% |
| 3Y | +91.5% | +122.8% | -31.2% | +58.2% |
| 5Y | +214.1% | +151.0% | +63.1% | +146.7% |
| 10Y | +77.0% | +137.9% | -60.9% | +37.1% |
| All | +77.0% | +134.7% | -57.7% | +37.1% |
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 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