+204.9%
NEM vs USAR
+74.5%
+130.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +3.9% | +2.3% | +1.5% | +3.7% |
| 30D | +12.7% | -8.6% | +21.4% | +13.3% |
| 3M | +28.7% | -20.5% | +49.1% | +29.8% |
| 6M | +9.8% | +1.2% | +8.6% | +9.2% |
| YTD | +28.1% | +48.4% | -20.3% | +26.4% |
| 1Y | +69.3% | +30.6% | +38.7% | +68.2% |
| 3Y | +247.7% | +73.6% | +174.0% | +251.5% |
| All | +204.9% | +74.5% | +130.4% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling