+85.0%
USO vs ARWR
+1,009.4%
-924.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.7% | +3.4% |
| 7D | -1.4% | -17.9% | +16.5% | -1.0% |
| 30D | -4.6% | -18.9% | +14.3% | -4.2% |
| 3M | +14.7% | -46.0% | +60.7% | +16.3% |
| 6M | +1.2% | -40.3% | +41.6% | +2.2% |
| YTD | +111.2% | -29.0% | +140.2% | +111.6% |
| 1Y | +109.3% | +13.8% | +95.5% | +105.6% |
| 3Y | +103.5% | +74.9% | +28.6% | +92.5% |
| 5Y | +160.9% | -36.2% | +197.2% | +154.7% |
| All | +85.0% | +1,009.4% | -924.4% | +81.4% |
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