+137.9%
USO vs USAR
+58.5%
+79.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.0% | +11.6% | +5.3% |
| 7D | +11.5% | -9.3% | +20.8% | +11.0% |
| 30D | +24.1% | -15.2% | +39.3% | +23.4% |
| 3M | +17.9% | -21.1% | +39.0% | +17.5% |
| 6M | +49.6% | -21.6% | +71.2% | +50.2% |
| YTD | +129.0% | +34.8% | +94.2% | +133.1% |
| 1Y | +112.0% | +15.6% | +96.3% | +116.7% |
| 3Y | +102.3% | +57.7% | +44.6% | +107.1% |
| All | +137.9% | +58.5% | +79.4% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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