+45.4%
NU vs COO
-47.4%
+92.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.7% | +14.8% | +6.9% |
| 7D | -4.2% | -23.3% | +19.1% | +7.5% |
| 30D | +10.0% | -29.5% | +39.5% | +28.5% |
| 3M | +29.3% | -20.0% | +49.2% | +41.0% |
| 6M | +0.9% | -27.2% | +28.1% | +15.4% |
| YTD | -10.3% | -33.9% | +23.6% | +7.4% |
| 1Y | -3.2% | -19.9% | +16.8% | +3.9% |
| 3Y | +120.6% | -38.1% | +158.7% | +153.9% |
| All | +45.4% | -47.4% | +92.8% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling