-74.0%
USO vs ARWR
-17.1%
-56.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -10.6% | -17.7% | +7.1% | -9.9% |
| 30D | -4.6% | -21.9% | +17.4% | -3.7% |
| 3M | +12.3% | -44.5% | +56.9% | +14.9% |
| 6M | +5.9% | -32.6% | +38.5% | +7.1% |
| YTD | +104.5% | -26.2% | +130.7% | +105.3% |
| 1Y | +97.3% | +23.0% | +74.4% | +92.7% |
| 3Y | +97.0% | +81.8% | +15.3% | +84.5% |
| 5Y | +151.2% | -36.0% | +187.2% | +143.1% |
| 10Y | +76.1% | +1,039.5% | -963.4% | +38.6% |
| All | -74.0% | -17.1% | -56.9% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling