-13.7%
NOW vs USAR
-19.4%
+5.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | -27.0% | -20.9% | -6.0% | -26.6% |
| 3M | -19.6% | -56.2% | +36.5% | -18.4% |
| 6M | +17.5% | -67.9% | +85.4% | +20.1% |
| YTD | -33.3% | -31.4% | -1.8% | -32.9% |
| 1Y | -39.8% | -45.1% | +5.2% | -39.3% |
| 3Y | -19.9% | -20.3% | +0.4% | -14.3% |
| All | -13.7% | -19.4% | +5.7% | -6.9% |
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