+67.7%
USAR vs NOC
+28.0%
+39.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.4% |
| 7D | -4.4% | -1.6% | -2.9% | -4.4% |
| 30D | -10.4% | -10.4% | 0.0% | -10.2% |
| 3M | -18.4% | -5.6% | -12.8% | -18.2% |
| 6M | -8.8% | -30.4% | +21.6% | -6.9% |
| YTD | +43.4% | -8.5% | +51.8% | +45.1% |
| 1Y | +21.0% | -8.3% | +29.3% | +22.7% |
| All | +67.7% | +28.0% | +39.7% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling