+48.8%
NU vs ADP
+31.6%
+17.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.8% |
| 7D | +7.5% | -3.4% | +10.9% | +9.6% |
| 30D | +6.1% | +2.8% | +3.4% | +4.3% |
| 3M | +26.8% | +20.9% | +5.9% | +11.9% |
| 6M | +2.5% | +29.9% | -27.4% | -14.7% |
| YTD | -8.2% | +9.6% | -17.8% | -13.7% |
| 1Y | +3.4% | -5.3% | +8.6% | +8.3% |
| 3Y | +116.2% | +16.5% | +99.7% | +87.8% |
| All | +48.8% | +31.6% | +17.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 all: compounded portfolio wealth divided by compounded ADP 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…
all analysis · Full analysis span regression · 6 months rolling