-13.3%
NOW vs USAR
-13.4%
+0.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.6% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | -27.0% | -30.3% | +3.2% | -26.6% |
| 3M | -17.7% | -54.7% | +37.0% | -16.5% |
| 6M | +12.7% | -67.5% | +80.2% | +15.2% |
| YTD | -32.9% | -26.4% | -6.5% | -32.7% |
| 1Y | -40.4% | -49.5% | +9.2% | -39.8% |
| 3Y | -17.1% | -14.5% | -2.6% | -11.4% |
| All | -13.3% | -13.4% | +0.2% | -6.6% |
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