+69.4%
USAR vs BROS
+56.9%
+12.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.1% |
| 7D | -4.4% | -6.6% | +2.2% | -3.5% |
| 30D | -10.4% | -12.3% | +1.9% | -8.8% |
| 3M | -18.4% | -22.2% | +3.8% | -16.1% |
| 6M | -8.8% | -14.3% | +5.5% | -7.3% |
| YTD | +43.4% | -26.6% | +69.9% | +47.4% |
| 1Y | +21.0% | -31.5% | +52.5% | +24.4% |
| 3Y | +67.7% | +62.3% | +5.5% | +71.8% |
| All | +69.4% | +56.9% | +12.5% | +73.5% |
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