+285.7%
NVDA vs USAR
-13.4%
+299.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.5% | -10.8% | -4.5% |
| 7D | -11.6% | -1.1% | -10.5% | -11.6% |
| 30D | -22.1% | -30.3% | +8.2% | -21.1% |
| 3M | -20.1% | -54.7% | +34.5% | -18.0% |
| 6M | -16.8% | -67.5% | +50.7% | -14.1% |
| YTD | -4.0% | -26.4% | +22.4% | -2.2% |
| 1Y | -4.8% | -49.5% | +44.7% | -2.8% |
| 3Y | +281.7% | -14.5% | +296.1% | +330.9% |
| All | +285.7% | -13.4% | +299.2% | +377.1% |
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 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