+73.6%
USAR vs BROS
+64.7%
+9.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | -8.6% | -13.5% | +4.8% | -6.8% |
| 3M | -20.5% | -18.4% | -2.1% | -18.7% |
| 6M | +1.2% | -10.6% | +11.8% | +2.5% |
| YTD | +48.4% | -25.1% | +73.5% | +52.3% |
| 1Y | +30.6% | -28.6% | +59.3% | +33.9% |
| 3Y | +73.6% | +65.6% | +8.1% | +77.6% |
| All | +73.6% | +64.7% | +9.0% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling