+19.3%
NU vs ADP
+46.2%
-26.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +2.8% | +0.9% | +1.8% | +2.2% |
| 30D | -23.0% | +11.9% | -34.9% | -27.9% |
| 3M | -9.7% | +13.7% | -23.5% | -16.4% |
| 6M | -8.7% | +46.8% | -55.5% | -28.8% |
| YTD | -26.4% | +21.8% | -48.2% | -35.0% |
| 1Y | -24.8% | +23.5% | -48.4% | -34.4% |
| 3Y | +44.6% | +44.1% | +0.5% | +7.2% |
| All | +19.3% | +46.2% | -26.9% | -13.7% |
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