+59.3%
USAR vs BROS
+51.6%
+7.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.5% |
| 7D | -9.3% | -6.1% | -3.3% | -8.5% |
| 30D | -15.2% | -12.4% | -2.8% | -13.6% |
| 3M | -21.1% | -27.9% | +6.8% | -18.0% |
| 6M | -21.6% | -16.8% | -4.8% | -19.9% |
| YTD | +34.8% | -29.0% | +63.8% | +39.3% |
| 1Y | +15.6% | -33.2% | +48.8% | +19.4% |
| 3Y | +57.7% | +56.8% | +1.0% | +62.3% |
| All | +59.3% | +51.6% | +7.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling