-49.8%
USAR vs NTAP
+66.6%
-116.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.2% | -5.2% |
| 7D | -21.8% | -16.1% | -5.7% | -16.3% |
| 30D | -39.9% | -15.9% | -24.0% | -35.7% |
| 3M | -52.5% | -1.2% | -51.3% | -52.3% |
| 6M | -67.9% | +70.1% | -138.0% | -74.6% |
| YTD | -31.1% | +77.9% | -109.0% | -45.5% |
| 1Y | -49.8% | +68.1% | -118.0% | -55.3% |
| All | -49.8% | +66.6% | -116.4% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling