+146.1%
USO vs ARMK
+107.5%
+38.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.2% | -8.1% | -4.1% |
| 7D | -9.1% | +0.9% | -10.0% | -9.1% |
| 30D | -3.7% | -0.4% | -3.4% | -3.7% |
| 3M | +20.9% | -2.0% | +22.9% | +20.9% |
| 6M | +6.8% | +22.0% | -15.2% | +4.9% |
| YTD | +106.3% | +49.6% | +56.7% | +98.2% |
| 1Y | +100.2% | +46.4% | +53.8% | +92.8% |
| 3Y | +103.1% | +103.2% | -0.1% | +86.7% |
| 5Y | +146.1% | +108.1% | +38.0% | +134.8% |
| All | +146.1% | +107.5% | +38.6% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling