+102.2%
USO vs ARWR
+59.7%
+42.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.6% | -7.4% |
| 7D | -12.7% | +2.4% | -15.1% | -12.3% |
| 30D | +1.0% | -1.1% | +2.1% | +1.0% |
| 3M | +25.6% | -31.2% | +56.8% | +18.5% |
| 6M | -1.5% | -19.3% | +17.8% | -3.6% |
| YTD | +110.3% | -7.1% | +117.4% | +116.8% |
| 1Y | +102.2% | +62.9% | +39.3% | +104.3% |
| All | +102.2% | +59.7% | +42.4% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling