+200.5%
USO vs ARWR
+29.5%
+171.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +2.8% |
| 7D | +3.6% | +2.9% | +0.7% | +3.6% |
| 30D | +23.8% | -2.9% | +26.7% | +23.7% |
| 3M | +8.1% | +15.2% | -7.2% | +8.4% |
| 6M | +34.3% | +42.3% | -8.0% | +35.3% |
| YTD | +111.1% | +28.2% | +83.0% | +112.7% |
| 1Y | +99.9% | +213.2% | -113.3% | +100.2% |
| 3Y | +86.5% | +184.6% | -98.1% | +84.4% |
| 5Y | +200.5% | +29.2% | +171.3% | +204.2% |
| All | +200.5% | +29.5% | +171.0% | +204.2% |
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