+275.1%
NVDA vs USAR
-18.3%
+293.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +2.7% |
| 7D | -13.2% | +0.8% | -14.0% | -13.2% |
| 30D | -23.2% | -30.1% | +6.8% | -22.3% |
| 3M | -20.0% | -56.3% | +36.3% | -17.7% |
| 6M | -20.6% | -68.6% | +47.9% | -17.9% |
| YTD | -6.6% | -30.5% | +23.9% | -4.7% |
| 1Y | -9.8% | -53.5% | +43.6% | -7.7% |
| 3Y | +260.5% | -19.3% | +279.8% | +308.0% |
| All | +275.1% | -18.3% | +293.4% | +365.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling