+77.0%
USO vs ARWR
+978.7%
-901.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +2.8% |
| 7D | +6.2% | -3.2% | +9.5% | +6.3% |
| 30D | +19.1% | -6.5% | +25.6% | +19.3% |
| 3M | +14.2% | +12.7% | +1.5% | +13.7% |
| 6M | +43.7% | +36.2% | +7.5% | +42.1% |
| YTD | +116.8% | +24.5% | +92.4% | +114.7% |
| 1Y | +104.3% | +198.0% | -93.6% | +95.3% |
| 3Y | +91.5% | +176.4% | -84.8% | +80.0% |
| 5Y | +214.1% | +26.6% | +187.5% | +200.6% |
| 10Y | +77.0% | +1,054.1% | -977.0% | +71.8% |
| All | +77.0% | +978.7% | -901.7% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling