-49.4%
USO vs ARMK
+330.5%
-380.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.5% |
| 30D | -4.6% | -1.3% | -3.2% | -4.5% |
| 3M | +12.3% | -2.5% | +14.8% | +12.5% |
| 6M | +5.9% | +20.8% | -14.9% | +1.6% |
| YTD | +104.5% | +48.2% | +56.3% | +87.8% |
| 1Y | +97.3% | +45.7% | +51.6% | +81.6% |
| 3Y | +97.0% | +96.6% | +0.5% | +68.1% |
| 5Y | +151.2% | +106.6% | +44.6% | +107.8% |
| 10Y | +76.1% | +132.6% | -56.5% | +30.3% |
| All | -49.4% | +330.5% | -380.0% | -64.0% |
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