+59.3%
USAR vs NTRA
+560.5%
-501.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.7% |
| 7D | -9.3% | -0.5% | -8.9% | -9.2% |
| 30D | -15.2% | +4.3% | -19.5% | -15.9% |
| 3M | -21.1% | +50.6% | -71.7% | -27.5% |
| 6M | -21.6% | +63.9% | -85.5% | -29.4% |
| YTD | +34.8% | +42.4% | -7.6% | +24.1% |
| 1Y | +15.6% | +92.1% | -76.4% | +3.4% |
| 3Y | +57.7% | +501.7% | -444.0% | +39.4% |
| All | +59.3% | +560.5% | -501.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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