-21.2%
USAR vs NOC
+24.4%
-45.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.4% |
| 7D | +8.8% | +4.5% | +4.2% | +8.9% |
| 30D | -28.5% | +14.1% | -42.5% | -28.4% |
| 3M | -56.2% | -4.5% | -51.7% | -56.0% |
| 6M | -68.4% | -0.8% | -67.7% | -68.3% |
| YTD | -32.2% | -2.5% | -29.7% | -31.1% |
| 1Y | -52.3% | -0.1% | -52.2% | -51.4% |
| All | -21.2% | +24.4% | -45.6% | -14.7% |
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 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