+15,341.6%
NVDA vs URA
+375.7%
+14,966.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.6% |
| 7D | +3.8% | +8.1% | -4.3% | -0.2% |
| 30D | +0.8% | +5.8% | -5.0% | -2.2% |
| 3M | +8.2% | +3.4% | +4.8% | +5.7% |
| 6M | +27.1% | -2.6% | +29.7% | +25.9% |
| YTD | +21.2% | +11.2% | +10.0% | +10.2% |
| 1Y | +34.3% | +19.8% | +14.5% | +14.8% |
| 3Y | +396.3% | +121.5% | +274.8% | +196.7% |
| 5Y | +913.8% | +134.5% | +779.3% | +466.5% |
| All | +15,341.6% | +375.7% | +14,966.0% | +5,488.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling