+602.1%
NVDL vs USAR
+53.8%
+548.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | 0.0% |
| 7D | -10.3% | -11.6% | +1.3% | -9.6% |
| 30D | -7.1% | -15.5% | +8.4% | -6.1% |
| 3M | +6.6% | -31.0% | +37.6% | +8.8% |
| 6M | +21.1% | -26.2% | +47.3% | +22.8% |
| YTD | +15.2% | +30.8% | -15.5% | +15.3% |
| 1Y | +18.8% | +7.1% | +11.7% | +19.1% |
| 3Y | +649.9% | +53.0% | +596.9% | +819.3% |
| All | +602.1% | +53.8% | +548.4% | +842.1% |
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