+1,031.9%
NBIS vs USAR
+63.2%
+968.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +7.9% | +7.6% |
| 7D | +8.2% | -2.1% | +10.3% | +8.7% |
| 30D | +3.4% | +2.6% | +0.8% | +2.5% |
| 3M | -12.8% | -35.0% | +22.2% | -6.0% |
| 6M | +131.5% | -6.9% | +138.4% | +133.4% |
| YTD | +170.5% | +48.0% | +122.5% | +153.7% |
| 1Y | +248.8% | +24.8% | +224.0% | +232.5% |
| All | +1,031.9% | +63.2% | +968.7% | +900.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling