+112.2%
USO vs USAR
+13.1%
+99.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.4% |
| 7D | +9.1% | -11.6% | +20.8% | +8.2% |
| 30D | +21.7% | -15.5% | +37.2% | +20.5% |
| 3M | +20.2% | -31.0% | +51.3% | +18.7% |
| 6M | +43.4% | -26.2% | +69.6% | +44.6% |
| YTD | +124.0% | +30.8% | +93.2% | +125.6% |
| 1Y | +112.2% | +7.1% | +105.1% | +119.5% |
| All | +112.2% | +13.1% | +99.1% | +119.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling