+45.2%
NU vs COO
-38.4%
+83.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.1% | +0.8% |
| 7D | -2.6% | -9.0% | +6.4% | +1.8% |
| 30D | +8.2% | -16.8% | +25.0% | +18.1% |
| 3M | +26.3% | -7.5% | +33.8% | +29.9% |
| 6M | +2.2% | -16.3% | +18.5% | +10.5% |
| YTD | -10.4% | -22.5% | +12.2% | +0.5% |
| 1Y | -3.0% | -7.0% | +4.0% | -2.1% |
| 3Y | +120.3% | -27.5% | +147.7% | +137.6% |
| All | +45.2% | -38.4% | +83.6% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling