+194.4%
NEM vs URA
-31.1%
+225.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +23.1% | +7.4% | +15.7% | +20.4% |
| 3M | +18.5% | -8.4% | +26.9% | +21.9% |
| 6M | +7.8% | -12.7% | +20.5% | +12.1% |
| YTD | +29.1% | +7.8% | +21.3% | +26.5% |
| 1Y | +72.7% | +19.5% | +53.2% | +63.3% |
| 3Y | +248.7% | +116.4% | +132.3% | +171.5% |
| 5Y | +148.7% | +134.3% | +14.4% | +80.5% |
| 10Y | +304.8% | +359.3% | -54.5% | +122.8% |
| All | +194.4% | -31.1% | +225.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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