-20.3%
USAR vs NSC
+77.7%
-98.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +0.9% |
| 7D | -0.8% | +2.5% | -3.3% | -0.5% |
| 30D | -20.9% | +1.7% | -22.6% | -20.6% |
| 3M | -56.2% | -2.6% | -53.6% | -56.2% |
| 6M | -67.9% | +6.4% | -74.3% | -67.6% |
| YTD | -31.4% | +15.5% | -46.9% | -30.6% |
| 1Y | -45.1% | +17.6% | -62.6% | -44.4% |
| 3Y | -20.3% | +75.0% | -95.3% | -17.7% |
| All | -20.3% | +77.7% | -98.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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