+99.6%
USO vs BROS
+30.6%
+69.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.8% | +0.1% |
| 7D | -1.9% | +6.3% | -8.2% | -1.5% |
| 30D | -5.2% | -8.3% | +3.2% | -5.4% |
| 3M | +16.4% | -29.8% | +46.2% | +14.5% |
| 6M | +2.5% | -25.8% | +28.3% | +0.8% |
| YTD | +110.5% | -41.4% | +151.9% | +107.5% |
| 1Y | +108.4% | -35.2% | +143.6% | +104.6% |
| 3Y | +99.6% | +32.8% | +66.9% | +85.1% |
| All | +99.6% | +30.6% | +69.1% | +85.1% |
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