+213.8%
NOK vs USAR
+53.8%
+160.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +4.9% |
| 7D | +11.0% | -11.6% | +22.6% | +11.6% |
| 30D | +7.8% | -15.5% | +23.3% | +8.7% |
| 3M | -21.0% | -31.0% | +10.0% | -20.1% |
| 6M | +40.9% | -26.2% | +67.1% | +42.3% |
| YTD | +72.0% | +30.8% | +41.3% | +74.0% |
| 1Y | +140.9% | +7.1% | +133.8% | +142.8% |
| 3Y | +194.3% | +53.0% | +141.3% | +177.5% |
| All | +213.8% | +53.8% | +160.0% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling