+3.4%
NU vs RBA
-26.5%
+29.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +7.5% | -2.9% | +10.4% | +8.0% |
| 30D | +6.1% | -12.3% | +18.4% | +8.8% |
| 3M | +26.8% | -20.5% | +47.3% | +31.1% |
| 6M | +2.5% | -18.5% | +21.0% | +4.6% |
| YTD | -8.2% | -18.2% | +10.0% | -6.4% |
| 1Y | +3.4% | -27.5% | +30.9% | +11.4% |
| All | +3.4% | -26.5% | +29.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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