+97.7%
USO vs BRKR
-11.8%
+109.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +9.1% | -8.7% | +17.8% | +8.7% |
| 30D | +21.7% | -9.9% | +31.5% | +21.1% |
| 3M | +20.2% | -3.1% | +23.3% | +20.7% |
| 6M | +43.4% | +45.5% | -2.1% | +48.6% |
| YTD | +124.0% | +13.7% | +110.3% | +132.2% |
| 1Y | +112.2% | +67.4% | +44.8% | +119.3% |
| 3Y | +97.7% | -13.2% | +110.9% | +106.4% |
| All | +97.7% | -11.8% | +109.4% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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