+71.1%
NEM vs USAR
+25.8%
+45.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.8% |
| 7D | +3.1% | -4.4% | +7.5% | +3.7% |
| 30D | +10.0% | -10.4% | +20.4% | +11.6% |
| 3M | +30.9% | -18.4% | +49.3% | +33.4% |
| 6M | +10.5% | -8.8% | +19.4% | +10.0% |
| YTD | +29.7% | +43.4% | -13.6% | +23.5% |
| 1Y | +71.1% | +21.0% | +50.1% | +76.3% |
| All | +71.1% | +25.8% | +45.3% | +76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling