+10,058.2%
NVDA vs URA
+289.1%
+9,769.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.5% | -12.0% | -10.8% |
| 7D | -18.3% | +0.3% | -18.6% | -18.4% |
| 30D | -26.3% | -14.8% | -11.6% | -20.3% |
| 3M | -22.3% | -25.3% | +3.0% | -10.8% |
| 6M | -21.3% | -39.9% | +18.6% | -0.2% |
| YTD | -9.2% | -22.4% | +13.2% | -1.7% |
| 1Y | -14.9% | -29.0% | +14.0% | -4.1% |
| 3Y | +250.5% | +41.0% | +209.5% | +163.0% |
| 5Y | +475.8% | +38.3% | +437.5% | +318.7% |
| 10Y | +10,058.2% | +276.1% | +9,782.2% | +4,466.1% |
| All | +10,058.2% | +289.1% | +9,769.2% | +4,466.1% |
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