+54.5%
USAR vs NOC
+21.3%
+33.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -11.6% | +0.8% | -12.4% | -11.6% |
| 30D | -15.5% | -9.7% | -5.8% | -15.3% |
| 3M | -31.0% | -5.6% | -25.4% | -30.9% |
| 6M | -26.2% | -28.6% | +2.4% | -24.8% |
| YTD | +30.8% | -7.9% | +38.6% | +32.3% |
| 1Y | +7.1% | -9.5% | +16.6% | +8.2% |
| 3Y | +53.0% | +28.4% | +24.6% | +62.2% |
| All | +54.5% | +21.3% | +33.3% | +63.7% |
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