+27.6%
NVD vs URA
-39.5%
+67.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -4.4% |
| 7D | +27.3% | +2.9% | +24.5% | +31.8% |
| 30D | +59.9% | -10.8% | +70.8% | +47.9% |
| 3M | +39.4% | -25.5% | +65.0% | +12.2% |
| 6M | +27.6% | -41.2% | +68.8% | -8.5% |
| All | +27.6% | -39.5% | +67.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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