+69.4%
USAR vs NTR
+46.3%
+23.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.4% | +0.5% | -5.0% | -4.5% |
| 30D | -10.4% | +21.7% | -32.1% | -12.7% |
| 3M | -18.4% | +22.8% | -41.1% | -20.9% |
| 6M | -8.8% | +8.2% | -17.0% | -10.1% |
| YTD | +43.4% | +32.9% | +10.4% | +36.4% |
| 1Y | +21.0% | +45.3% | -24.3% | +14.0% |
| 3Y | +67.7% | +41.7% | +26.1% | +54.6% |
| All | +69.4% | +46.3% | +23.1% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling