+48.8%
NU vs AR
+128.5%
-79.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +7.5% | +2.5% | +5.0% | +7.0% |
| 30D | +6.1% | +14.8% | -8.7% | +3.5% |
| 3M | +26.8% | +6.2% | +20.6% | +25.1% |
| 6M | +2.5% | +4.3% | -1.8% | +0.7% |
| YTD | -8.2% | +14.4% | -22.5% | -11.8% |
| 1Y | +3.4% | +21.3% | -18.0% | -2.5% |
| 3Y | +116.2% | +39.8% | +76.4% | +94.3% |
| All | +48.8% | +128.5% | -79.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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