+45.4%
NU vs RBA
+24.8%
+20.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -2.9% |
| 30D | +10.0% | -9.8% | +19.8% | +14.4% |
| 3M | +29.3% | -23.5% | +52.7% | +42.0% |
| 6M | +0.9% | -21.5% | +22.5% | +9.5% |
| YTD | -10.3% | -21.2% | +10.9% | -3.6% |
| 1Y | -3.2% | -30.2% | +27.0% | +9.8% |
| 3Y | +120.6% | +25.3% | +95.2% | +86.9% |
| All | +45.4% | +24.8% | +20.6% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling