+175.7%
NEM vs URA
-50.4%
+226.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.6% |
| 7D | +11.6% | +0.3% | +11.3% | +11.3% |
| 30D | +1.8% | -14.8% | +16.6% | +6.9% |
| 3M | +2.5% | -25.3% | +27.8% | +12.1% |
| 6M | +3.4% | -39.9% | +43.3% | +21.0% |
| YTD | +20.9% | -22.4% | +43.3% | +31.0% |
| 1Y | +37.2% | -29.0% | +66.2% | +52.1% |
| 3Y | +271.6% | +41.0% | +230.7% | +230.1% |
| 5Y | +136.6% | +38.3% | +98.3% | +104.1% |
| 10Y | +342.6% | +276.1% | +66.6% | +158.2% |
| All | +175.7% | -50.4% | +226.1% | +152.2% |
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