+479.4%
NBIS vs USAR
-24.4%
+503.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.1% | -11.0% | -10.2% |
| 7D | -10.5% | -0.8% | -9.7% | -10.1% |
| 30D | -37.7% | -20.9% | -16.8% | -34.0% |
| 3M | -54.6% | -56.2% | +1.6% | -45.9% |
| 6M | -44.1% | -67.9% | +23.8% | -29.8% |
| YTD | +38.4% | -31.4% | +69.9% | +53.0% |
| 1Y | +30.7% | -45.1% | +75.8% | +48.3% |
| All | +479.4% | -24.4% | +503.8% | +503.0% |
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