+118.0%
NOK vs USAR
+27.9%
+90.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.7% |
| 7D | -1.8% | -2.1% | +0.3% | -1.5% |
| 30D | +4.7% | +2.6% | +2.1% | +4.1% |
| 3M | -39.7% | -35.0% | -4.6% | -37.7% |
| 6M | +23.1% | -6.9% | +29.9% | +24.0% |
| YTD | +55.0% | +48.0% | +7.0% | +57.0% |
| 1Y | +118.0% | +24.8% | +93.2% | +103.7% |
| All | +118.0% | +27.9% | +90.2% | +103.7% |
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