+151.2%
USO vs ARWR
-39.6%
+190.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.9% |
| 7D | -10.6% | -17.7% | +7.1% | -11.0% |
| 30D | -4.6% | -21.9% | +17.4% | -5.1% |
| 3M | +12.3% | -44.5% | +56.9% | +10.8% |
| 6M | +5.9% | -32.6% | +38.5% | +5.0% |
| YTD | +104.5% | -26.2% | +130.7% | +103.5% |
| 1Y | +97.3% | +23.0% | +74.4% | +95.8% |
| 3Y | +97.0% | +81.8% | +15.3% | +93.0% |
| 5Y | +151.2% | -36.0% | +187.2% | +155.7% |
| All | +151.2% | -39.6% | +190.8% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling