+53.0%
USAR vs BRO
-7.6%
+60.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.1% |
| 7D | -11.6% | -7.3% | -4.3% | -13.9% |
| 30D | -15.5% | -6.9% | -8.6% | -17.4% |
| 3M | -31.0% | +10.7% | -41.7% | -28.9% |
| 6M | -26.2% | -2.7% | -23.5% | -24.3% |
| YTD | +30.8% | -16.3% | +47.1% | +32.7% |
| 1Y | +7.1% | -29.1% | +36.2% | +5.4% |
| 3Y | +53.0% | -7.8% | +60.8% | +42.2% |
| All | +53.0% | -7.6% | +60.6% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling