+251.6%
NVDA vs USAR
-19.4%
+271.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -12.7% | -0.8% | -12.0% | -12.7% |
| 30D | -26.4% | -20.9% | -5.5% | -25.8% |
| 3M | -27.6% | -56.2% | +28.5% | -25.6% |
| 6M | -27.7% | -67.9% | +40.2% | -25.2% |
| YTD | -12.5% | -31.4% | +19.0% | -10.6% |
| 1Y | -12.6% | -45.1% | +32.4% | -10.6% |
| 3Y | +235.9% | -20.3% | +256.3% | +280.4% |
| All | +251.6% | -19.4% | +271.0% | +336.2% |
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