+182.8%
NOK vs USAR
+74.0%
+108.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.7% |
| 7D | -1.8% | -2.1% | +0.3% | -1.7% |
| 30D | +4.7% | +2.6% | +2.1% | +4.5% |
| 3M | -39.7% | -35.0% | -4.6% | -39.0% |
| 6M | +23.1% | -6.9% | +29.9% | +23.5% |
| YTD | +55.0% | +48.0% | +7.0% | +55.9% |
| 1Y | +118.0% | +24.8% | +93.2% | +118.5% |
| 3Y | +170.5% | +73.2% | +97.3% | +153.4% |
| All | +182.8% | +74.0% | +108.8% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling