+127.5%
NOK vs USAR
-19.4%
+146.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.6% |
| 7D | +5.4% | -0.8% | +6.1% | +5.4% |
| 30D | -14.1% | -20.9% | +6.8% | -13.0% |
| 3M | -23.6% | -56.2% | +32.6% | -20.3% |
| 6M | -45.1% | -67.9% | +22.8% | -42.4% |
| YTD | +24.7% | -31.4% | +56.2% | +30.5% |
| 1Y | +19.0% | -45.1% | +64.1% | +24.6% |
| 3Y | +147.0% | -20.3% | +167.3% | +140.6% |
| All | +127.5% | -19.4% | +146.9% | +118.6% |
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