-49.8%
USAR vs BRO
-3.6%
-46.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.3% | -3.0% |
| 7D | -21.8% | +12.4% | -34.2% | -15.3% |
| 30D | -39.9% | +21.6% | -61.5% | -31.6% |
| 3M | -52.5% | +4.3% | -56.9% | -50.7% |
| 6M | -67.9% | +29.2% | -97.1% | -62.3% |
| YTD | -31.1% | -6.4% | -24.7% | -18.7% |
| 1Y | -49.8% | -5.3% | -44.5% | -42.3% |
| All | -49.8% | -3.6% | -46.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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