+59.3%
USAR vs NTRS
+189.6%
-130.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.3% | -6.5% |
| 7D | -9.3% | +0.3% | -9.7% | -9.5% |
| 30D | -15.2% | +0.2% | -15.3% | -15.2% |
| 3M | -21.1% | +13.2% | -34.3% | -24.3% |
| 6M | -21.6% | +36.9% | -58.5% | -28.5% |
| YTD | +34.8% | +39.1% | -4.3% | +23.4% |
| 1Y | +15.6% | +50.4% | -34.8% | +5.2% |
| 3Y | +57.7% | +166.8% | -109.1% | +45.5% |
| All | +59.3% | +189.6% | -130.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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