+74.9%
USAR vs NTAP
+154.8%
-79.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +2.6% | -0.5% | +3.2% | +2.7% |
| 3M | -35.0% | +4.1% | -39.1% | -35.4% |
| 6M | -6.9% | +88.0% | -94.8% | -12.7% |
| YTD | +48.0% | +75.6% | -27.6% | +39.3% |
| 1Y | +24.8% | +58.9% | -34.1% | +17.6% |
| 3Y | +73.2% | +153.6% | -80.3% | +65.1% |
| All | +74.9% | +154.8% | -79.9% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling