+205.6%
USO vs BROS
+35.1%
+170.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | +9.1% | -5.8% | +14.9% | +9.1% |
| 30D | +21.7% | -14.0% | +35.6% | +21.6% |
| 3M | +20.2% | -32.5% | +52.7% | +20.1% |
| 6M | +43.4% | -14.9% | +58.3% | +42.8% |
| YTD | +124.0% | -28.3% | +152.3% | +124.0% |
| 1Y | +112.2% | -34.0% | +146.2% | +112.7% |
| 3Y | +97.7% | +63.0% | +34.7% | +90.3% |
| All | +205.6% | +35.1% | +170.5% | +202.0% |
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