+1,101.8%
NBIS vs USAR
+58.1%
+1,043.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.8% |
| 7D | +17.8% | -4.4% | +22.2% | +18.8% |
| 30D | +30.5% | -10.4% | +40.9% | +33.2% |
| 3M | +9.2% | -18.4% | +27.6% | +13.6% |
| 6M | +153.2% | -8.8% | +162.0% | +156.3% |
| YTD | +187.1% | +43.4% | +143.8% | +171.0% |
| 1Y | +151.1% | +21.0% | +130.1% | +140.6% |
| All | +1,101.8% | +58.1% | +1,043.6% | +968.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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