-19.9%
USAR vs BROS
+17.7%
-37.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.4% | -1.8% |
| 7D | +8.8% | -2.5% | +11.2% | +9.2% |
| 30D | -28.5% | -11.2% | -17.2% | -27.2% |
| 3M | -56.2% | -33.9% | -22.2% | -53.6% |
| 6M | -68.4% | -33.5% | -34.9% | -66.8% |
| YTD | -32.2% | -44.9% | +12.8% | -27.5% |
| 1Y | -52.3% | -41.5% | -10.8% | -49.2% |
| 3Y | -21.2% | +22.4% | -43.6% | -16.1% |
| All | -19.9% | +17.7% | -37.5% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling