+73.6%
USAR vs NTAP
+153.4%
-79.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +2.3% | +3.3% | -0.9% | +1.8% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | -20.5% | +11.4% | -31.9% | -21.7% |
| 6M | +1.2% | +88.7% | -87.5% | -5.4% |
| YTD | +48.4% | +78.9% | -30.5% | +39.2% |
| 1Y | +30.6% | +58.8% | -28.2% | +22.6% |
| 3Y | +73.6% | +153.5% | -79.9% | +64.8% |
| All | +73.6% | +153.4% | -79.8% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling