+195.9%
USO vs BROS
+38.3%
+157.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.7% |
| 7D | +6.2% | -6.6% | +12.8% | +6.2% |
| 30D | +19.1% | -12.3% | +31.4% | +19.0% |
| 3M | +14.2% | -22.2% | +36.4% | +14.0% |
| 6M | +43.7% | -14.3% | +58.0% | +43.2% |
| YTD | +116.8% | -26.6% | +143.4% | +116.9% |
| 1Y | +104.3% | -31.5% | +135.9% | +104.8% |
| 3Y | +91.5% | +62.3% | +29.3% | +84.6% |
| All | +195.9% | +38.3% | +157.5% | +192.5% |
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