+508.6%
NVDA vs URA
+33.4%
+475.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +0.4% |
| 7D | -8.8% | -4.1% | -4.7% | -6.5% |
| 30D | -21.4% | -19.0% | -2.4% | -11.9% |
| 3M | -14.7% | -25.1% | +10.5% | -0.9% |
| 6M | -10.0% | -44.5% | +34.5% | +21.8% |
| YTD | +0.3% | -24.3% | +24.6% | +9.9% |
| 1Y | -0.5% | -28.1% | +27.6% | +11.8% |
| 3Y | +309.2% | +40.7% | +268.5% | +178.5% |
| All | +508.6% | +33.4% | +475.2% | +312.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling