+382.4%
NVDA vs USAR
+68.6%
+313.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -0.3% | -4.4% | +4.1% | -0.2% |
| 30D | +2.8% | -10.4% | +13.2% | +3.2% |
| 3M | +7.4% | -18.4% | +25.8% | +7.9% |
| 6M | +22.6% | -8.8% | +31.4% | +22.7% |
| YTD | +20.1% | +43.4% | -23.3% | +19.5% |
| 1Y | +31.2% | +21.0% | +10.2% | +30.6% |
| 3Y | +391.7% | +67.7% | +324.0% | +459.2% |
| All | +382.4% | +68.6% | +313.8% | +483.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling