-45.1%
USAR vs NOC
-0.7%
-44.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.8% | +4.8% | -5.6% | -1.3% |
| 30D | -20.9% | +11.0% | -32.0% | -22.3% |
| 3M | -56.2% | -3.8% | -52.4% | -55.4% |
| 6M | -67.9% | +0.6% | -68.5% | -67.7% |
| YTD | -31.4% | -2.3% | -29.1% | -40.7% |
| 1Y | -45.1% | +0.3% | -45.3% | -53.4% |
| All | -45.1% | -0.7% | -44.4% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling