+48.8%
NU vs ON
+16.0%
+32.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | +7.5% | +2.4% | +5.0% | +6.7% |
| 30D | +6.1% | -3.3% | +9.4% | +7.0% |
| 3M | +26.8% | -43.6% | +70.4% | +46.2% |
| 6M | +2.5% | +19.0% | -16.5% | -11.6% |
| YTD | -8.2% | +37.4% | -45.5% | -25.4% |
| 1Y | +3.4% | +54.8% | -51.4% | -20.6% |
| 3Y | +116.2% | -25.2% | +141.3% | +105.7% |
| All | +48.8% | +16.0% | +32.8% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling