-49.3%
USO vs ARMK
+350.8%
-400.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +9.5% | -2.4% | +11.9% | +9.9% |
| 30D | +23.6% | 0.0% | +23.5% | +23.4% |
| 3M | +3.8% | +6.7% | -2.8% | +2.4% |
| 6M | +55.0% | +38.8% | +16.2% | +44.8% |
| YTD | +105.3% | +55.2% | +50.1% | +87.3% |
| 1Y | +91.4% | +46.6% | +44.8% | +76.4% |
| 3Y | +84.6% | +112.9% | -28.3% | +55.1% |
| 5Y | +191.7% | +144.0% | +47.8% | +133.1% |
| 10Y | +73.3% | +132.4% | -59.1% | +28.2% |
| All | -49.3% | +350.8% | -400.1% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling