+3.1%
NU vs USAR
-67.8%
+70.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.6% | +11.5% |
| 7D | +9.9% | -0.8% | +10.7% | +10.0% |
| 30D | -11.5% | -20.9% | +9.5% | -8.0% |
| 3M | -5.1% | -56.2% | +51.1% | +9.3% |
| 6M | +3.1% | -67.9% | +71.0% | +19.9% |
| All | +3.1% | -67.8% | +70.9% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling