+19.2%
NOW vs USAR
+74.0%
-54.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -2.4% | -2.1% | -0.3% | -2.3% |
| 30D | +20.5% | +2.6% | +17.9% | +20.4% |
| 3M | +18.3% | -35.0% | +53.4% | +19.5% |
| 6M | +24.1% | -6.9% | +30.9% | +24.0% |
| YTD | -7.8% | +48.0% | -55.8% | -8.7% |
| 1Y | -21.4% | +24.8% | -46.2% | -21.9% |
| 3Y | +19.5% | +73.2% | -53.7% | +26.8% |
| All | +19.2% | +74.0% | -54.8% | +26.8% |
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