+99.6%
USO vs ARWR
+79.8%
+19.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.3% |
| 7D | -1.9% | -17.8% | +15.9% | -2.5% |
| 30D | -5.2% | -18.1% | +12.9% | -5.8% |
| 3M | +16.4% | -44.2% | +60.6% | +14.5% |
| 6M | +2.5% | -38.6% | +41.1% | +1.1% |
| YTD | +110.5% | -28.0% | +138.5% | +108.9% |
| 1Y | +108.4% | +16.1% | +92.3% | +104.4% |
| 3Y | +99.6% | +84.0% | +15.7% | +82.4% |
| All | +99.6% | +79.8% | +19.8% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling