+271.6%
NEM vs USAR
-22.7%
+294.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.6% | +5.4% | -3.5% |
| 7D | +11.6% | -9.1% | +20.7% | +12.2% |
| 30D | +1.8% | -36.9% | +38.7% | +4.6% |
| 3M | +2.5% | -58.4% | +60.9% | +8.0% |
| 6M | +3.4% | -70.6% | +74.0% | +10.4% |
| YTD | +20.9% | -33.4% | +54.4% | +25.2% |
| 1Y | +37.2% | -54.0% | +91.2% | +42.9% |
| 3Y | +271.6% | -22.7% | +294.3% | +285.1% |
| All | +271.6% | -22.7% | +294.3% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling