-49.8%
USAR vs NLY
+2.3%
-52.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.8% | -9.7% | -10.0% |
| 7D | -21.8% | +3.5% | -25.3% | -24.9% |
| 30D | -39.9% | +3.6% | -43.5% | -42.4% |
| 3M | -52.5% | -13.6% | -38.9% | -43.0% |
| 6M | -67.9% | -9.1% | -58.8% | -64.0% |
| YTD | -31.1% | -6.1% | -25.0% | -28.6% |
| 1Y | -49.8% | +0.7% | -50.5% | -51.9% |
| All | -49.8% | +2.3% | -52.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling