+21.3%
NOK vs USAR
-49.3%
+70.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | -1.4% |
| 7D | -10.4% | -21.8% | +11.3% | -5.8% |
| 30D | -19.0% | -39.9% | +20.9% | -10.5% |
| 3M | -16.7% | -52.5% | +35.8% | -4.5% |
| 6M | -37.1% | -67.9% | +30.8% | -23.9% |
| YTD | +27.7% | -31.1% | +58.8% | +44.2% |
| 1Y | +21.3% | -49.8% | +71.1% | +40.9% |
| All | +21.3% | -49.3% | +70.6% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling