+40.0%
NU vs COMP
+414.9%
-374.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -3.6% |
| 7D | +0.8% | +8.9% | -8.1% | -0.8% |
| 30D | -24.1% | +14.0% | -38.0% | -26.0% |
| 3M | -12.8% | -21.1% | +8.4% | -9.6% |
| 6M | -10.9% | +20.1% | -30.9% | -14.6% |
| YTD | -29.3% | -5.0% | -24.3% | -30.6% |
| 1Y | -26.9% | +5.7% | -32.6% | -29.5% |
| All | +40.0% | +414.9% | -374.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling