-19.6%
USAR vs NVD
-98.5%
+79.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.5% |
| 7D | -0.8% | +28.6% | -29.4% | +2.2% |
| 30D | -20.9% | +73.6% | -94.6% | -15.4% |
| 3M | -56.2% | +70.1% | -126.2% | -52.9% |
| 6M | -67.9% | +53.6% | -121.5% | -65.5% |
| YTD | -31.4% | -7.0% | -24.4% | -27.8% |
| 1Y | -45.1% | -9.0% | -36.1% | -42.1% |
| 3Y | -20.3% | -98.3% | +78.0% | -15.9% |
| All | -19.6% | -98.5% | +79.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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