+103.3%
NU vs ON
-28.4%
+131.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -2.6% | -1.9% | -0.7% | -2.3% |
| 30D | +8.2% | -11.0% | +19.3% | +10.1% |
| 3M | +26.3% | -39.3% | +65.6% | +34.2% |
| 6M | +2.2% | +19.8% | -17.6% | -7.0% |
| YTD | -10.4% | +31.1% | -41.5% | -20.3% |
| 1Y | -3.0% | +46.0% | -49.0% | -16.1% |
| All | +103.3% | -28.4% | +131.7% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling