+34.5%
NU vs RBRK
+124.5%
-90.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.1% | -2.2% |
| 7D | -4.9% | -7.5% | +2.6% | -3.6% |
| 30D | +7.8% | -10.4% | +18.2% | +9.4% |
| 3M | +20.9% | +21.3% | -0.3% | +15.5% |
| 6M | +0.9% | +50.6% | -49.7% | -8.5% |
| YTD | -12.7% | +13.3% | -26.0% | -16.6% |
| 1Y | -6.4% | +11.2% | -17.6% | -11.3% |
| All | +34.5% | +124.5% | -90.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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