+74.9%
USAR vs NOC
+20.3%
+54.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.4% |
| 7D | -2.1% | -5.2% | +3.1% | -2.1% |
| 30D | +2.6% | -7.2% | +9.8% | +2.8% |
| 3M | -35.0% | -5.1% | -29.9% | -34.9% |
| 6M | -6.9% | -31.1% | +24.2% | -4.9% |
| YTD | +48.0% | -8.6% | +56.6% | +49.7% |
| 1Y | +24.8% | -9.7% | +34.5% | +26.3% |
| 3Y | +73.2% | +24.3% | +49.0% | +83.6% |
| All | +74.9% | +20.3% | +54.5% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling