+180.1%
USO vs BROS
+43.3%
+136.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +9.5% | -6.7% | +16.1% | +9.4% |
| 30D | +23.6% | -29.1% | +52.6% | +23.5% |
| 3M | +3.8% | -16.7% | +20.5% | +3.6% |
| 6M | +55.0% | -11.6% | +66.7% | +54.5% |
| YTD | +105.3% | -23.9% | +129.2% | +105.4% |
| 1Y | +91.4% | -34.8% | +126.2% | +92.4% |
| 3Y | +84.6% | +62.1% | +22.5% | +78.1% |
| All | +180.1% | +43.3% | +136.7% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling