+45.4%
NU vs ON
+9.5%
+35.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.5% |
| 7D | -4.2% | -4.7% | +0.5% | -2.8% |
| 30D | +10.0% | -13.5% | +23.5% | +14.8% |
| 3M | +29.3% | -36.3% | +65.6% | +43.4% |
| 6M | +0.9% | +17.8% | -16.8% | -12.9% |
| YTD | -10.3% | +29.6% | -39.9% | -25.8% |
| 1Y | -3.2% | +45.8% | -49.0% | -24.3% |
| 3Y | +120.6% | -28.3% | +148.9% | +111.6% |
| All | +45.4% | +9.5% | +35.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling