+69.4%
USAR vs NTAP
+153.7%
-84.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.0% |
| 7D | -4.4% | +2.2% | -6.6% | -4.7% |
| 30D | -10.4% | -7.0% | -3.4% | -9.4% |
| 3M | -18.4% | +12.3% | -30.7% | -19.6% |
| 6M | -8.8% | +85.1% | -93.9% | -14.4% |
| YTD | +43.4% | +74.8% | -31.4% | +35.0% |
| 1Y | +21.0% | +52.7% | -31.7% | +14.0% |
| 3Y | +67.7% | +147.7% | -79.9% | +60.0% |
| All | +69.4% | +153.7% | -84.2% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling