+184.5%
NOK vs USAR
+67.7%
+116.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.2% |
| 7D | +9.3% | -4.4% | +13.8% | +9.6% |
| 30D | +17.9% | -10.4% | +28.3% | +18.4% |
| 3M | -22.3% | -18.4% | -3.9% | -21.9% |
| 6M | +36.4% | -8.8% | +45.2% | +37.0% |
| YTD | +66.3% | +43.4% | +22.9% | +67.5% |
| 1Y | +134.4% | +21.0% | +113.4% | +135.2% |
| All | +184.5% | +67.7% | +116.7% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling