+97.0%
USO vs USAR
-22.7%
+119.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.7% | -1.3% |
| 7D | -10.6% | -9.1% | -1.5% | -10.9% |
| 30D | -4.6% | -36.9% | +32.4% | -6.3% |
| 3M | +12.3% | -58.4% | +70.7% | +8.5% |
| 6M | +5.9% | -70.6% | +76.5% | +1.8% |
| YTD | +104.5% | -33.4% | +138.0% | +102.3% |
| 1Y | +97.3% | -54.0% | +151.4% | +94.0% |
| 3Y | +97.0% | -22.7% | +119.7% | +67.2% |
| All | +97.0% | -22.7% | +119.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling