+53.0%
USAR vs NRG
+203.5%
-150.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -11.6% | -4.7% | -7.0% | -10.7% |
| 30D | -15.5% | -6.0% | -9.5% | -14.4% |
| 3M | -31.0% | -8.0% | -23.1% | -30.3% |
| 6M | -26.2% | -23.2% | -3.1% | -23.2% |
| YTD | +30.8% | -28.1% | +58.8% | +37.2% |
| 1Y | +7.1% | -27.3% | +34.4% | +12.9% |
| 3Y | +53.0% | +208.7% | -155.7% | +61.4% |
| All | +53.0% | +203.5% | -150.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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