+94.8%
NU vs USAR
+74.5%
+20.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +6.0% | +2.3% | +3.7% | +5.9% |
| 30D | +10.8% | -8.6% | +19.4% | +11.3% |
| 3M | +32.2% | -20.5% | +52.6% | +33.2% |
| 6M | +5.1% | +1.2% | +3.9% | +4.3% |
| YTD | -8.4% | +48.4% | -56.8% | -10.6% |
| 1Y | +0.7% | +30.6% | -29.9% | -1.9% |
| 3Y | +125.1% | +73.6% | +51.5% | +153.3% |
| All | +94.8% | +74.5% | +20.3% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling