+113.2%
USO vs USAR
+74.0%
+39.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +9.5% | -2.1% | +11.6% | +9.4% |
| 30D | +23.6% | +2.6% | +21.0% | +23.9% |
| 3M | +3.8% | -35.0% | +38.8% | +2.8% |
| 6M | +55.0% | -6.9% | +61.9% | +56.6% |
| YTD | +105.3% | +48.0% | +57.3% | +109.8% |
| 1Y | +91.4% | +24.8% | +66.6% | +96.3% |
| 3Y | +84.6% | +73.2% | +11.3% | +89.4% |
| All | +113.2% | +74.0% | +39.2% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling