+32.9%
NEM vs USAR
-52.4%
+85.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.0% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +1.1% | -30.1% | +31.2% | +7.1% |
| 3M | +1.3% | -56.3% | +57.6% | +16.2% |
| 6M | -1.4% | -68.6% | +67.2% | +17.6% |
| YTD | +19.4% | -30.5% | +50.0% | +25.9% |
| 1Y | +32.9% | -53.5% | +86.4% | +45.7% |
| All | +32.9% | -52.4% | +85.4% | +45.7% |
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