-15.9%
NOW vs USAR
-21.7%
+5.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.6% | +6.5% | -2.8% |
| 7D | -8.7% | -9.1% | +0.3% | -8.6% |
| 30D | -29.3% | -36.9% | +7.7% | -28.7% |
| 3M | -21.8% | -58.4% | +36.6% | -20.6% |
| 6M | +9.2% | -70.6% | +79.9% | +11.9% |
| YTD | -35.0% | -33.4% | -1.5% | -34.6% |
| 1Y | -42.5% | -54.0% | +11.5% | -41.8% |
| 3Y | -21.5% | -22.7% | +1.1% | -16.0% |
| All | -15.9% | -21.7% | +5.8% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling