+200.5%
USO vs ARMK
+148.1%
+52.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.8% |
| 7D | +3.6% | +1.7% | +1.9% | +3.4% |
| 30D | +23.8% | +3.1% | +20.7% | +23.4% |
| 3M | +8.1% | +9.2% | -1.2% | +7.3% |
| 6M | +34.3% | +43.7% | -9.4% | +29.9% |
| YTD | +111.1% | +57.4% | +53.8% | +102.1% |
| 1Y | +99.9% | +51.9% | +48.1% | +92.0% |
| 3Y | +86.5% | +125.4% | -38.9% | +69.4% |
| 5Y | +200.5% | +149.1% | +51.5% | +163.1% |
| All | +200.5% | +148.1% | +52.4% | +163.1% |
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 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