+16.9%
NU vs ARWR
-33.1%
+50.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +4.0% | -17.7% | +21.7% | +9.1% |
| 30D | -25.1% | -21.9% | -3.1% | -20.4% |
| 3M | -12.8% | -44.5% | +31.7% | +1.5% |
| 6M | -12.5% | -32.6% | +20.1% | -4.6% |
| YTD | -27.8% | -26.2% | -1.6% | -24.3% |
| 1Y | -24.6% | +23.0% | -47.6% | -33.0% |
| 3Y | +41.8% | +81.8% | -40.0% | -5.5% |
| All | +16.9% | -33.1% | +50.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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