-19.0%
USAR vs NOC
+28.6%
-47.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.8% | +4.8% | -5.6% | -0.7% |
| 30D | -20.9% | +11.0% | -32.0% | -20.8% |
| 3M | -56.2% | -3.8% | -52.4% | -56.0% |
| 6M | -67.9% | +0.6% | -68.5% | -67.8% |
| YTD | -31.4% | -2.3% | -29.1% | -30.5% |
| 1Y | -45.1% | +0.3% | -45.3% | -44.2% |
| 3Y | -20.3% | +24.6% | -44.9% | -15.4% |
| All | -19.0% | +28.6% | -47.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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