+103.3%
NU vs USAR
+67.7%
+35.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -2.6% | -4.4% | +1.8% | -2.4% |
| 30D | +8.2% | -10.4% | +18.6% | +8.8% |
| 3M | +26.3% | -18.4% | +44.6% | +27.1% |
| 6M | +2.2% | -8.8% | +11.1% | +1.9% |
| YTD | -10.4% | +43.4% | -53.8% | -12.4% |
| 1Y | -3.0% | +21.0% | -24.0% | -5.2% |
| All | +103.3% | +67.7% | +35.5% | +142.6% |
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