-6.4%
NU vs ON
+57.2%
-63.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.5% | -11.2% | -3.3% |
| 7D | -4.9% | +2.4% | -7.2% | -5.0% |
| 30D | +7.8% | -8.6% | +16.4% | +8.5% |
| 3M | +20.9% | -34.3% | +55.3% | +23.1% |
| 6M | +0.9% | +28.5% | -27.6% | -13.6% |
| YTD | -12.7% | +40.6% | -53.3% | -27.0% |
| 1Y | -6.4% | +55.3% | -61.7% | -24.4% |
| All | -6.4% | +57.2% | -63.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling