+59.3%
USAR vs BRO
-1.6%
+60.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.1% |
| 7D | -9.3% | -8.6% | -0.7% | -12.0% |
| 30D | -15.2% | -6.9% | -8.2% | -17.0% |
| 3M | -21.1% | +10.5% | -31.6% | -18.8% |
| 6M | -21.6% | -2.8% | -18.8% | -19.5% |
| YTD | +34.8% | -16.1% | +50.9% | +36.8% |
| 1Y | +15.6% | -27.6% | +43.2% | +14.5% |
| 3Y | +57.7% | -7.3% | +65.0% | +47.4% |
| All | +59.3% | -1.6% | +60.9% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling