+54.5%
USAR vs NTR
+42.2%
+12.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -11.6% | -1.3% | -10.4% | -11.5% |
| 30D | -15.5% | +16.8% | -32.3% | -17.2% |
| 3M | -31.0% | +20.7% | -51.8% | -33.1% |
| 6M | -26.2% | +0.5% | -26.8% | -26.2% |
| YTD | +30.8% | +29.2% | +1.6% | +24.9% |
| 1Y | +7.1% | +39.6% | -32.5% | +1.4% |
| 3Y | +53.0% | +37.9% | +15.1% | +41.5% |
| All | +54.5% | +42.2% | +12.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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