+53.0%
USAR vs NYT
+56.2%
-3.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -2.9% |
| 7D | -11.6% | -0.6% | -11.0% | -11.8% |
| 30D | -15.5% | +4.6% | -20.1% | -14.6% |
| 3M | -31.0% | -9.6% | -21.4% | -32.0% |
| 6M | -26.2% | -14.0% | -12.2% | -27.7% |
| YTD | +30.8% | -2.8% | +33.6% | +32.0% |
| 1Y | +7.1% | +15.6% | -8.5% | +11.9% |
| 3Y | +53.0% | +56.3% | -3.3% | +60.0% |
| All | +53.0% | +56.2% | -3.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling